JP Morgan Put 310 WAT 16.08.2024
/ DE000JB70736
JP Morgan Put 310 WAT 16.08.2024/ DE000JB70736 /
| 8/7/2024 11:37:31 AM |
Chg.-0.200 |
Bid5:07:00 PM |
Ask5:07:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
-37.04% |
0.330
Bid Size: 5,000 |
0.830
Ask Size: 5,000 |
Waters Corp |
310.00 USD |
8/16/2024 |
Put |
Master data
| WKN: |
JB7073 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
310.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
12/18/2023 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-23.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.17 |
| Historic volatility: |
0.27 |
| Parity: |
-1.91 |
| Time value: |
1.31 |
| Break-even: |
270.64 |
| Moneyness: |
0.94 |
| Premium: |
0.11 |
| Premium p.a.: |
59.27 |
| Spread abs.: |
0.92 |
| Spread %: |
232.56% |
| Delta: |
-0.33 |
| Theta: |
-1.10 |
| Omega: |
-7.53 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.340 |
| Previous Close: |
0.540 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-66.67% |
| 1 Month |
|
|
-88.63% |
| 3 Months |
|
|
-86.40% |
| YTD |
|
|
-88.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.230 |
| 1M High / 1M Low: |
3.090 |
0.230 |
| 6M High / 6M Low: |
3.710 |
0.230 |
| High (YTD): |
1/9/2024 |
3.940 |
| Low (YTD): |
8/2/2024 |
0.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.375 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.634 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.191 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
437.69% |
| Volatility 6M: |
|
227.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
