JP Morgan Put 300 WAT 20.12.2024
/ DE000JB719F3
JP Morgan Put 300 WAT 20.12.2024/ DE000JB719F3 /
| 12/09/2024 10:58:21 |
Chg.-0.02 |
Bid18:02:52 |
Ask18:02:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.81EUR |
-1.09% |
2.04
Bid Size: 5,000 |
2.54
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: |
-11.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.27 |
| Parity: |
-2.43 |
| Time value: |
2.56 |
| Break-even: |
246.86 |
| Moneyness: |
0.92 |
| Premium: |
0.17 |
| Premium p.a.: |
0.77 |
| Spread abs.: |
0.91 |
| Spread %: |
54.95% |
| Delta: |
-0.33 |
| Theta: |
-0.17 |
| Omega: |
-3.78 |
| Rho: |
-0.33 |
Quote data
| Open: |
1.81 |
| High: |
1.81 |
| Low: |
1.81 |
| Previous Close: |
1.83 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.23% |
| 1 Month |
|
|
-12.98% |
| 3 Months |
|
|
-45.81% |
| YTD |
|
|
-47.99% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.83 |
1.72 |
| 1M High / 1M Low: |
2.08 |
1.32 |
| 6M High / 6M Low: |
4.28 |
1.32 |
| High (YTD): |
08/01/2024 |
4.37 |
| Low (YTD): |
02/09/2024 |
1.32 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.77 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.65 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.72 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.93% |
| Volatility 6M: |
|
122.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
