JP Morgan Put 310 WAT 20.12.2024
/ DE000JB95YD8
JP Morgan Put 310 WAT 20.12.2024/ DE000JB95YD8 /
7/11/2024 10:57:59 AM |
Chg.-0.25 |
Bid7:13:56 PM |
Ask7:13:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.21EUR |
-5.61% |
3.65 Bid Size: 5,000 |
4.35 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: |
-4.28 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.81 |
Intrinsic value: |
2.00 |
Implied volatility: |
0.75 |
Historic volatility: |
0.27 |
Parity: |
2.00 |
Time value: |
4.22 |
Break-even: |
223.95 |
Moneyness: |
1.08 |
Premium: |
0.16 |
Premium p.a.: |
0.39 |
Spread abs.: |
2.00 |
Spread %: |
47.39% |
Delta: |
-0.45 |
Theta: |
-0.14 |
Omega: |
-1.91 |
Rho: |
-0.80 |
Quote data
Open: |
4.21 |
High: |
4.21 |
Low: |
4.21 |
Previous Close: |
4.46 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-0.71% |
1 Month |
|
|
+9.92% |
3 Months |
|
|
+36.25% |
YTD |
|
|
+9.07% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.46 |
4.24 |
1M High / 1M Low: |
4.56 |
3.82 |
6M High / 6M Low: |
4.77 |
2.04 |
High (YTD): |
1/8/2024 |
4.82 |
Low (YTD): |
5/16/2024 |
2.04 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.33 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.19 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.60 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
56.01% |
Volatility 6M: |
|
96.27% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |