JP Morgan Put 300 WAT 20.12.2024
/ DE000JB719F3
JP Morgan Put 300 WAT 20.12.2024/ DE000JB719F3 /
| 18/11/2024 11:08:58 |
Chg.+0.050 |
Bid21:04:45 |
Ask21:04:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
+29.41% |
0.230
Bid Size: 2,000 |
0.930
Ask Size: 2,000 |
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: |
-29.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.88 |
| Historic volatility: |
0.32 |
| Parity: |
-5.55 |
| Time value: |
1.16 |
| Break-even: |
273.15 |
| Moneyness: |
0.84 |
| Premium: |
0.20 |
| Premium p.a.: |
6.79 |
| Spread abs.: |
0.95 |
| Spread %: |
454.55% |
| Delta: |
-0.20 |
| Theta: |
-0.39 |
| Omega: |
-6.01 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.220 |
| High: |
0.220 |
| Low: |
0.220 |
| Previous Close: |
0.170 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+46.67% |
| 1 Month |
|
|
-72.50% |
| 3 Months |
|
|
-86.50% |
| YTD |
|
|
-93.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.082 |
| 1M High / 1M Low: |
1.310 |
0.082 |
| 6M High / 6M Low: |
4.020 |
0.082 |
| High (YTD): |
08/01/2024 |
4.370 |
| Low (YTD): |
14/11/2024 |
0.082 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.136 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.625 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.026 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
599.08% |
| Volatility 6M: |
|
261.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
