JP Morgan Put 320 WAT 20.12.2024
/ DE000JB95YG1
JP Morgan Put 320 WAT 20.12.2024/ DE000JB95YG1 /
12/09/2024 10:48:47 |
Chg.-0.01 |
Bid18:53:59 |
Ask18:53:59 |
Underlying |
Strike price |
Expiration date |
Option type |
2.56EUR |
-0.39% |
2.74 Bid Size: 5,000 |
3.24 Ask Size: 5,000 |
Waters Corp |
320.00 USD |
20/12/2024 |
Put |
Master data
WKN: |
JB95YG |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Waters Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
320.00 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: |
-8.31 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.22 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.66 |
Historic volatility: |
0.27 |
Parity: |
-0.61 |
Time value: |
3.57 |
Break-even: |
254.94 |
Moneyness: |
0.98 |
Premium: |
0.14 |
Premium p.a.: |
0.63 |
Spread abs.: |
1.00 |
Spread %: |
38.91% |
Delta: |
-0.40 |
Theta: |
-0.18 |
Omega: |
-3.30 |
Rho: |
-0.42 |
Quote data
Open: |
2.56 |
High: |
2.56 |
Low: |
2.56 |
Previous Close: |
2.57 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.35% |
1 Month |
|
|
-9.22% |
3 Months |
|
|
-40.88% |
YTD |
|
|
-40.05% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.57 |
2.43 |
1M High / 1M Low: |
2.82 |
1.93 |
6M High / 6M Low: |
5.29 |
1.93 |
High (YTD): |
08/01/2024 |
5.30 |
Low (YTD): |
02/09/2024 |
1.93 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.48 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.34 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.56 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
95.34% |
Volatility 6M: |
|
105.24% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |