JP Morgan Put 200 WAT 20.12.2024
/ DE000JB4QJ84
JP Morgan Put 200 WAT 20.12.2024/ DE000JB4QJ84 /
| 20/06/2024 09:18:15 |
Chg.- |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Waters Corp |
200.00 - |
20/12/2024 |
Put |
Master data
| WKN: |
JB4QJ8 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
200.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.87 |
| Historic volatility: |
0.27 |
| Parity: |
-6.61 |
| Time value: |
2.49 |
| Break-even: |
175.10 |
| Moneyness: |
0.75 |
| Premium: |
0.34 |
| Premium p.a.: |
0.94 |
| Spread abs.: |
2.00 |
| Spread %: |
408.16% |
| Delta: |
-0.21 |
| Theta: |
-0.13 |
| Omega: |
-2.23 |
| Rho: |
-0.36 |
Quote data
| Open: |
0.480 |
| High: |
0.480 |
| Low: |
0.480 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+17.07% |
| YTD |
|
|
-44.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.520 |
0.460 |
| 6M High / 6M Low: |
1.130 |
0.170 |
| High (YTD): |
05/01/2024 |
1.150 |
| Low (YTD): |
16/05/2024 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.489 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.568 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.61% |
| Volatility 6M: |
|
174.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
