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 |
Bid19:15:22 |
Ask19:15:22 |
Underlying |
Strike price |
Expiration date |
Option type |
1.81EUR |
-1.09% |
1.98 Bid Size: 5,000 |
2.48 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: |
|
- |