JP Morgan Put 220 WAT 20.12.2024
/ DE000JB4QJA6
JP Morgan Put 220 WAT 20.12.2024/ DE000JB4QJA6 /
8/7/2024 8:58:38 AM |
Chg.-0.010 |
Bid11:25:58 AM |
Ask11:25:58 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.400EUR |
-2.44% |
0.390 Bid Size: 250 |
2.390 Ask Size: 250 |
Waters Corp |
220.00 USD |
12/20/2024 |
Put |
Master data
WKN: |
JB4QJA |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Waters Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
220.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
10/10/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-12.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.07 |
Historic volatility: |
0.27 |
Parity: |
-10.15 |
Time value: |
2.42 |
Break-even: |
177.16 |
Moneyness: |
0.66 |
Premium: |
0.42 |
Premium p.a.: |
1.56 |
Spread abs.: |
2.00 |
Spread %: |
476.19% |
Delta: |
-0.17 |
Theta: |
-0.17 |
Omega: |
-2.07 |
Rho: |
-0.27 |
Quote data
Open: |
0.400 |
High: |
0.400 |
Low: |
0.400 |
Previous Close: |
0.410 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+60.00% |
1 Month |
|
|
-51.22% |
3 Months |
|
|
-48.05% |
YTD |
|
|
-66.67% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.410 |
0.220 |
1M High / 1M Low: |
0.910 |
0.220 |
6M High / 6M Low: |
1.290 |
0.220 |
High (YTD): |
1/5/2024 |
1.590 |
Low (YTD): |
8/2/2024 |
0.220 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.300 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.509 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.730 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
308.29% |
Volatility 6M: |
|
193.19% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |