JP Morgan Put 300 WAT 16.08.2024
/ DE000JB70728
JP Morgan Put 300 WAT 16.08.2024/ DE000JB70728 /
| 06/08/2024 11:56:56 |
Chg.- |
Bid10:05:50 |
Ask10:05:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
- |
0.210
Bid Size: 250 |
1.210
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: |
0.330 |
| High: |
0.330 |
| Low: |
0.330 |
| Previous Close: |
0.210 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-52.17% |
| 1 Month |
|
|
-86.25% |
| 3 Months |
|
|
-84.06% |
| YTD |
|
|
-87.36% |
| 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: |
|
- |
