JP Morgan Put 320 WAT 20.12.2024
/ DE000JB95YG1
JP Morgan Put 320 WAT 20.12.2024/ DE000JB95YG1 /
| 7/11/2024 10:57:59 AM |
Chg.-0.27 |
Bid7:13:56 PM |
Ask7:13:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.75EUR |
-5.38% |
4.15
Bid Size: 5,000 |
4.85
Ask Size: 5,000 |
Waters Corp |
320.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
12/21/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.44 |
| Intrinsic value: |
2.93 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.27 |
| Parity: |
2.93 |
| Time value: |
3.83 |
| Break-even: |
227.79 |
| Moneyness: |
1.11 |
| Premium: |
0.14 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
2.00 |
| Spread %: |
42.02% |
| Delta: |
-0.47 |
| Theta: |
-0.14 |
| Omega: |
-1.86 |
| Rho: |
-0.86 |
Quote data
| Open: |
4.75 |
| High: |
4.75 |
| Low: |
4.75 |
| Previous Close: |
5.02 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.84% |
| 1 Month |
|
|
+9.70% |
| 3 Months |
|
|
+35.71% |
| YTD |
|
|
+11.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.02 |
4.79 |
| 1M High / 1M Low: |
5.12 |
4.33 |
| 6M High / 6M Low: |
5.29 |
2.38 |
| High (YTD): |
1/8/2024 |
5.30 |
| Low (YTD): |
5/16/2024 |
2.38 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.88 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.73 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.05 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
52.34% |
| Volatility 6M: |
|
87.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
