JP Morgan Put 300 WAT 20.12.2024
/ DE000JB719F3
JP Morgan Put 300 WAT 20.12.2024/ DE000JB719F3 /
7/11/2024 11:20:36 AM |
Chg.-0.22 |
Bid8:59:45 PM |
Ask8:59:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.70EUR |
-5.61% |
3.15 Bid Size: 5,000 |
3.85 Ask Size: 5,000 |
Waters Corp |
300.00 USD |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
12/11/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-5.66 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.24 |
Intrinsic value: |
1.08 |
Implied volatility: |
0.62 |
Historic volatility: |
0.27 |
Parity: |
1.08 |
Time value: |
3.62 |
Break-even: |
229.92 |
Moneyness: |
1.04 |
Premium: |
0.14 |
Premium p.a.: |
0.33 |
Spread abs.: |
1.00 |
Spread %: |
27.03% |
Delta: |
-0.44 |
Theta: |
-0.12 |
Omega: |
-2.50 |
Rho: |
-0.73 |
Quote data
Open: |
3.70 |
High: |
3.70 |
Low: |
3.70 |
Previous Close: |
3.92 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.33% |
1 Month |
|
|
+9.79% |
3 Months |
|
|
+36.03% |
YTD |
|
|
+6.32% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.92 |
3.73 |
1M High / 1M Low: |
4.02 |
3.34 |
6M High / 6M Low: |
4.28 |
1.74 |
High (YTD): |
1/8/2024 |
4.37 |
Low (YTD): |
5/16/2024 |
1.74 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.80 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.68 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.19 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
57.06% |
Volatility 6M: |
|
101.09% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |