JP Morgan Put 320 WAT 20.12.2024
/ DE000JB95YG1
JP Morgan Put 320 WAT 20.12.2024/ DE000JB95YG1 /
| 2024-11-18 10:52:07 AM |
Chg.+0.170 |
Bid7:00:17 PM |
Ask7:00:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
+58.62% |
0.520
Bid Size: 3,000 |
1.020
Ask Size: 3,000 |
Waters Corp |
320.00 USD |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2023-12-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-23.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.78 |
| Historic volatility: |
0.32 |
| Parity: |
-3.65 |
| Time value: |
1.46 |
| Break-even: |
289.11 |
| Moneyness: |
0.89 |
| Premium: |
0.15 |
| Premium p.a.: |
3.93 |
| Spread abs.: |
1.00 |
| Spread %: |
217.39% |
| Delta: |
-0.27 |
| Theta: |
-0.40 |
| Omega: |
-6.25 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.460 |
| Previous Close: |
0.290 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+100.00% |
| 1 Month |
|
|
-64.62% |
| 3 Months |
|
|
-80.17% |
| YTD |
|
|
-89.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.150 |
| 1M High / 1M Low: |
2.040 |
0.150 |
| 6M High / 6M Low: |
5.120 |
0.150 |
| High (YTD): |
2024-01-08 |
5.300 |
| Low (YTD): |
2024-11-14 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.228 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.009 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.755 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
500.78% |
| Volatility 6M: |
|
218.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
