JP Morgan Put 300 WAT 20.12.2024
/ DE000JB719F3
JP Morgan Put 300 WAT 20.12.2024/ DE000JB719F3 /
| 11/07/2024 11:20:36 |
Chg.-0.22 |
Bid19:07:26 |
Ask19:07:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.70EUR |
-5.61% |
3.19
Bid Size: 5,000 |
3.89
Ask Size: 5,000 |
Waters Corp |
300.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
JB719F |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
300.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
11/12/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.24 |
| Intrinsic value: |
1.08 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.27 |
| Parity: |
1.08 |
| Time value: |
3.62 |
| Break-even: |
229.92 |
| Moneyness: |
1.04 |
| Premium: |
0.14 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
1.00 |
| Spread %: |
27.03% |
| Delta: |
-0.44 |
| Theta: |
-0.12 |
| Omega: |
-2.50 |
| Rho: |
-0.73 |
Quote data
| Open: |
3.70 |
| High: |
3.70 |
| Low: |
3.70 |
| Previous Close: |
3.92 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.33% |
| 1 Month |
|
|
+9.79% |
| 3 Months |
|
|
+36.03% |
| YTD |
|
|
+6.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.92 |
3.73 |
| 1M High / 1M Low: |
4.02 |
3.34 |
| 6M High / 6M Low: |
4.28 |
1.74 |
| High (YTD): |
08/01/2024 |
4.37 |
| Low (YTD): |
16/05/2024 |
1.74 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.80 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.19 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
57.06% |
| Volatility 6M: |
|
101.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
