JP Morgan Put 320 WAT 16.08.2024
/ DE000JB70793
JP Morgan Put 320 WAT 16.08.2024/ DE000JB70793 /
| 02/07/2024 10:35:43 |
Chg.- |
Bid22:00:42 |
Ask22:00:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.93EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Waters Corp |
320.00 - |
16/08/2024 |
Put |
Master data
| WKN: |
JB7079 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
320.00 - |
| Maturity: |
16/08/2024 |
| Issue date: |
18/12/2023 |
| Last trading day: |
02/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.39 |
| Intrinsic value: |
5.39 |
| Implied volatility: |
- |
| Historic volatility: |
0.27 |
| Parity: |
5.39 |
| Time value: |
-0.47 |
| Break-even: |
270.80 |
| Moneyness: |
1.20 |
| Premium: |
-0.02 |
| Premium p.a.: |
-0.16 |
| Spread abs.: |
1.00 |
| Spread %: |
25.51% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
3.93 |
| High: |
3.93 |
| Low: |
3.93 |
| Previous Close: |
3.38 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+25.56% |
| 3 Months |
|
|
+63.07% |
| YTD |
|
|
+16.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.93 |
3.04 |
| 6M High / 6M Low: |
4.41 |
1.17 |
| High (YTD): |
09/01/2024 |
4.42 |
| Low (YTD): |
16/05/2024 |
1.17 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.43 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.90 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.52% |
| Volatility 6M: |
|
142.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
