JP Morgan Put 290 WAT 20.12.2024
/ DE000JB8LCM8
JP Morgan Put 290 WAT 20.12.2024/ DE000JB8LCM8 /
| 2024-11-18 9:01:16 AM |
Chg.+0.030 |
Bid8:04:05 PM |
Ask8:04:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
+25.00% |
0.160
Bid Size: 2,000 |
0.860
Ask Size: 2,000 |
Waters Corp |
290.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
JB8LCM |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
290.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-05 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-29.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.97 |
| Historic volatility: |
0.32 |
| Parity: |
-6.50 |
| Time value: |
1.15 |
| Break-even: |
263.74 |
| Moneyness: |
0.81 |
| Premium: |
0.22 |
| Premium p.a.: |
9.10 |
| Spread abs.: |
1.00 |
| Spread %: |
666.67% |
| Delta: |
-0.19 |
| Theta: |
-0.40 |
| Omega: |
-5.52 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.150 |
| High: |
0.150 |
| Low: |
0.150 |
| Previous Close: |
0.120 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.00% |
| 1 Month |
|
|
-75.00% |
| 3 Months |
|
|
-88.81% |
| YTD |
|
|
-95.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.076 |
| 1M High / 1M Low: |
1.010 |
0.076 |
| 6M High / 6M Low: |
3.500 |
0.076 |
| High (YTD): |
2024-01-17 |
3.940 |
| Low (YTD): |
2024-11-14 |
0.076 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.110 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.498 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.701 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
507.38% |
| Volatility 6M: |
|
237.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
