JP Morgan Put 300 WAT 16.08.2024
/ DE000JB70728
JP Morgan Put 300 WAT 16.08.2024/ DE000JB70728 /
07/08/2024 11:37:31 |
Chg.-0.130 |
Bid07/08/2024 |
Ask07/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.200EUR |
-39.39% |
0.200 Bid Size: 250 |
1.200 Ask Size: 250 |
Waters Corp |
300.00 USD |
16/08/2024 |
Put |
Master data
WKN: |
JB7072 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Waters Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
300.00 USD |
Maturity: |
16/08/2024 |
Issue date: |
18/12/2023 |
Last trading day: |
15/08/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-26.26 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.28 |
Historic volatility: |
0.27 |
Parity: |
-2.83 |
Time value: |
1.15 |
Break-even: |
263.05 |
Moneyness: |
0.91 |
Premium: |
0.13 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.92 |
Spread %: |
384.62% |
Delta: |
-0.28 |
Theta: |
-1.12 |
Omega: |
-7.26 |
Rho: |
-0.02 |
Quote data
Open: |
0.200 |
High: |
0.200 |
Low: |
0.200 |
Previous Close: |
0.330 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-71.01% |
1 Month |
|
|
-91.67% |
3 Months |
|
|
-90.34% |
YTD |
|
|
-92.34% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.330 |
0.150 |
1M High / 1M Low: |
2.480 |
0.150 |
6M High / 6M Low: |
3.200 |
0.150 |
High (YTD): |
09/01/2024 |
3.490 |
Low (YTD): |
02/08/2024 |
0.150 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.233 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.223 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.794 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
445.43% |
Volatility 6M: |
|
238.34% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |