JP Morgan Put 320 WAT 20.12.2024
/ DE000JB95YG1
JP Morgan Put 320 WAT 20.12.2024/ DE000JB95YG1 /
| 9/12/2024 10:48:47 AM |
Chg.-0.01 |
Bid4:32:42 PM |
Ask4:32:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.56EUR |
-0.39% |
2.90
Bid Size: 5,000 |
3.40
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: |
-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): |
1/8/2024 |
5.30 |
| Low (YTD): |
9/2/2024 |
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: |
|
- |
