JP Morgan Put 300 WAT 20.12.2024
/ DE000JB719F3
JP Morgan Put 300 WAT 20.12.2024/ DE000JB719F3 /
14/10/2024 11:31:52 |
Chg.-0.130 |
Bid17:12:43 |
Ask17:12:43 |
Underlying |
Strike price |
Expiration date |
Option type |
0.740EUR |
-14.94% |
0.740 Bid Size: 3,000 |
1.240 Ask Size: 3,000 |
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: |
-18.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.76 |
Historic volatility: |
0.27 |
Parity: |
-5.31 |
Time value: |
1.75 |
Break-even: |
257.14 |
Moneyness: |
0.84 |
Premium: |
0.22 |
Premium p.a.: |
1.89 |
Spread abs.: |
1.00 |
Spread %: |
133.33% |
Delta: |
-0.24 |
Theta: |
-0.24 |
Omega: |
-4.40 |
Rho: |
-0.17 |
Quote data
Open: |
0.740 |
High: |
0.740 |
Low: |
0.740 |
Previous Close: |
0.870 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-24.49% |
1 Month |
|
|
-61.66% |
3 Months |
|
|
-76.36% |
YTD |
|
|
-78.74% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.980 |
0.810 |
1M High / 1M Low: |
1.820 |
0.810 |
6M High / 6M Low: |
4.280 |
0.810 |
High (YTD): |
08/01/2024 |
4.370 |
Low (YTD): |
09/10/2024 |
0.810 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.885 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.176 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.488 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
135.73% |
Volatility 6M: |
|
128.77% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |