JP Morgan Put 330 WAT 20.12.2024
/ DE000JB95YE6
JP Morgan Put 330 WAT 20.12.2024/ DE000JB95YE6 /
| 20/06/2024 10:57:13 |
Chg.- |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.16EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Waters Corp |
330.00 - |
20/12/2024 |
Put |
Master data
| WKN: |
JB95YE |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
330.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
21/12/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.39 |
| Intrinsic value: |
6.39 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.27 |
| Parity: |
6.39 |
| Time value: |
0.77 |
| Break-even: |
258.40 |
| Moneyness: |
1.24 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
2.00 |
| Spread %: |
38.76% |
| Delta: |
-0.70 |
| Theta: |
-0.06 |
| Omega: |
-2.60 |
| Rho: |
-1.14 |
Quote data
| Open: |
5.16 |
| High: |
5.16 |
| Low: |
5.16 |
| Previous Close: |
5.17 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+6.17% |
| 3 Months |
|
|
+30.96% |
| YTD |
|
|
+10.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
5.19 |
4.86 |
| 6M High / 6M Low: |
5.83 |
2.75 |
| High (YTD): |
19/04/2024 |
5.83 |
| Low (YTD): |
16/05/2024 |
2.75 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
5.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.41 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
41.37% |
| Volatility 6M: |
|
85.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
