JP Morgan Put 330 WAT 16.08.2024
/ DE000JB9DNB3
JP Morgan Put 330 WAT 16.08.2024/ DE000JB9DNB3 /
| 6/20/2024 10:57:40 AM |
Chg.- |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.98EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Waters Corp |
330.00 - |
8/16/2024 |
Put |
Master data
| WKN: |
JB9DNB |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
330.00 - |
| Maturity: |
8/16/2024 |
| Issue date: |
12/21/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.39 |
| Intrinsic value: |
6.39 |
| Implied volatility: |
- |
| Historic volatility: |
0.27 |
| Parity: |
6.39 |
| Time value: |
-1.40 |
| Break-even: |
280.10 |
| Moneyness: |
1.24 |
| Premium: |
-0.05 |
| Premium p.a.: |
-0.42 |
| Spread abs.: |
1.00 |
| Spread %: |
25.06% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
3.98 |
| High: |
3.98 |
| Low: |
3.98 |
| Previous Close: |
4.00 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+9.34% |
| 3 Months |
|
|
+40.14% |
| YTD |
|
|
+5.01% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.06 |
3.63 |
| 6M High / 6M Low: |
4.87 |
1.48 |
| High (YTD): |
1/8/2024 |
4.95 |
| Low (YTD): |
5/16/2024 |
1.48 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.33 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.46% |
| Volatility 6M: |
|
132.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
