JP Morgan Put 310 WAT 20.12.2024
/ DE000JB95YD8
JP Morgan Put 310 WAT 20.12.2024/ DE000JB95YD8 /
26/09/2024 10:52:57 |
Chg.+0.06 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
1.52EUR |
+4.11% |
- Bid Size: - |
- Ask Size: - |
Waters Corp |
310.00 USD |
20/12/2024 |
Put |
Master data
WKN: |
JB95YD |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Waters Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
310.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
21/12/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-11.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.45 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.69 |
Historic volatility: |
0.26 |
Parity: |
-2.70 |
Time value: |
2.56 |
Break-even: |
252.93 |
Moneyness: |
0.91 |
Premium: |
0.17 |
Premium p.a.: |
0.98 |
Spread abs.: |
1.00 |
Spread %: |
64.10% |
Delta: |
-0.32 |
Theta: |
-0.20 |
Omega: |
-3.82 |
Rho: |
-0.29 |
Quote data
Open: |
1.52 |
High: |
1.52 |
Low: |
1.52 |
Previous Close: |
1.46 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.59% |
1 Month |
|
|
-22.05% |
3 Months |
|
|
-63.98% |
YTD |
|
|
-60.62% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.74 |
1.46 |
1M High / 1M Low: |
2.31 |
1.46 |
6M High / 6M Low: |
4.77 |
1.46 |
High (YTD): |
08/01/2024 |
4.82 |
Low (YTD): |
25/09/2024 |
1.46 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.62 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.90 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.03 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
109.55% |
Volatility 6M: |
|
117.34% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |