JP Morgan Put 310 WAT 20.12.2024
/ DE000JB95YD8
JP Morgan Put 310 WAT 20.12.2024/ DE000JB95YD8 /
| 10/14/2024 11:14:25 AM |
Chg.-0.15 |
Bid6:12:01 PM |
Ask6:12:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.95EUR |
-13.64% |
0.99
Bid Size: 5,000 |
1.49
Ask Size: 5,000 |
Waters Corp |
310.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
12/21/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-16.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.27 |
| Parity: |
-4.39 |
| Time value: |
1.96 |
| Break-even: |
264.20 |
| Moneyness: |
0.87 |
| Premium: |
0.19 |
| Premium p.a.: |
1.63 |
| Spread abs.: |
1.00 |
| Spread %: |
104.17% |
| Delta: |
-0.26 |
| Theta: |
-0.24 |
| Omega: |
-4.40 |
| Rho: |
-0.19 |
Quote data
| Open: |
0.95 |
| High: |
0.95 |
| Low: |
0.95 |
| Previous Close: |
1.10 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.49% |
| 1 Month |
|
|
-58.87% |
| 3 Months |
|
|
-73.61% |
| YTD |
|
|
-75.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.21 |
1.04 |
| 1M High / 1M Low: |
2.18 |
1.04 |
| 6M High / 6M Low: |
4.77 |
1.04 |
| High (YTD): |
1/8/2024 |
4.82 |
| Low (YTD): |
10/9/2024 |
1.04 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.45 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.88 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.28% |
| Volatility 6M: |
|
118.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
