JP Morgan Put 310 WAT 20.12.2024
/ DE000JB95YD8
JP Morgan Put 310 WAT 20.12.2024/ DE000JB95YD8 /
| 18/11/2024 10:52:07 |
Chg.+0.100 |
Bid20:00:50 |
Ask20:00:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
+45.45% |
0.330
Bid Size: 3,000 |
0.830
Ask Size: 3,000 |
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: |
-25.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.83 |
| Historic volatility: |
0.32 |
| Parity: |
-4.60 |
| Time value: |
1.31 |
| Break-even: |
281.12 |
| Moneyness: |
0.86 |
| Premium: |
0.17 |
| Premium p.a.: |
5.21 |
| Spread abs.: |
1.00 |
| Spread %: |
322.58% |
| Delta: |
-0.23 |
| Theta: |
-0.39 |
| Omega: |
-6.10 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.320 |
| High: |
0.320 |
| Low: |
0.320 |
| Previous Close: |
0.220 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+77.78% |
| 1 Month |
|
|
-68.63% |
| 3 Months |
|
|
-83.67% |
| YTD |
|
|
-91.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.110 |
| 1M High / 1M Low: |
1.650 |
0.110 |
| 6M High / 6M Low: |
4.560 |
0.110 |
| High (YTD): |
08/01/2024 |
4.820 |
| Low (YTD): |
14/11/2024 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.172 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.799 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.375 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
538.02% |
| Volatility 6M: |
|
235.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
