JP Morgan Put 300 WAT 20.12.2024
/ DE000JB719F3
JP Morgan Put 300 WAT 20.12.2024/ DE000JB719F3 /
| 2024-08-07 10:58:57 AM |
Chg.-0.17 |
Bid3:30:17 PM |
Ask3:30:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.15EUR |
-7.33% |
-
Bid Size: - |
-
Ask Size: - |
Waters Corp |
300.00 USD |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.83 |
| Historic volatility: |
0.27 |
| Parity: |
-2.83 |
| Time value: |
4.23 |
| Break-even: |
232.28 |
| Moneyness: |
0.91 |
| Premium: |
0.23 |
| Premium p.a.: |
0.76 |
| Spread abs.: |
2.00 |
| Spread %: |
89.69% |
| Delta: |
-0.32 |
| Theta: |
-0.19 |
| Omega: |
-2.28 |
| Rho: |
-0.51 |
Quote data
| Open: |
2.15 |
| High: |
2.15 |
| Low: |
2.15 |
| Previous Close: |
2.32 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.46% |
| 1 Month |
|
|
-42.36% |
| 3 Months |
|
|
-30.87% |
| YTD |
|
|
-38.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.32 |
1.61 |
| 1M High / 1M Low: |
3.92 |
1.61 |
| 6M High / 6M Low: |
4.28 |
1.61 |
| High (YTD): |
2024-01-08 |
4.37 |
| Low (YTD): |
2024-08-02 |
1.61 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.00 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
162.57% |
| Volatility 6M: |
|
115.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
