JP Morgan Put 310 WAT 20.12.2024
/ DE000JB95YD8
JP Morgan Put 310 WAT 20.12.2024/ DE000JB95YD8 /
| 07/08/2024 10:43:20 |
Chg.-0.16 |
Bid17:09:48 |
Ask17:09:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.53EUR |
-5.95% |
2.51
Bid Size: 5,000 |
3.21
Ask Size: 5,000 |
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: |
-8.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.99 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.27 |
| Parity: |
-1.91 |
| Time value: |
3.60 |
| Break-even: |
247.73 |
| Moneyness: |
0.94 |
| Premium: |
0.18 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
1.00 |
| Spread %: |
38.46% |
| Delta: |
-0.35 |
| Theta: |
-0.15 |
| Omega: |
-2.91 |
| Rho: |
-0.52 |
Quote data
| Open: |
2.53 |
| High: |
2.53 |
| Low: |
2.53 |
| Previous Close: |
2.69 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.78% |
| 1 Month |
|
|
-41.57% |
| 3 Months |
|
|
-28.73% |
| YTD |
|
|
-34.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.69 |
1.94 |
| 1M High / 1M Low: |
4.46 |
1.94 |
| 6M High / 6M Low: |
4.77 |
1.94 |
| High (YTD): |
08/01/2024 |
4.82 |
| Low (YTD): |
02/08/2024 |
1.94 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.42 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.35% |
| Volatility 6M: |
|
109.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
