JP Morgan Put 220 WAT 20.12.2024
/ DE000JB4QJA6
JP Morgan Put 220 WAT 20.12.2024/ DE000JB4QJA6 /
| 7/11/2024 9:03:38 AM |
Chg.-0.100 |
Bid7:09:26 PM |
Ask7:09:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
-10.99% |
0.620
Bid Size: 5,000 |
1.620
Ask Size: 5,000 |
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: |
-9.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.91 |
| Historic volatility: |
0.27 |
| Parity: |
-6.31 |
| Time value: |
2.81 |
| Break-even: |
174.98 |
| Moneyness: |
0.76 |
| Premium: |
0.34 |
| Premium p.a.: |
0.94 |
| Spread abs.: |
2.00 |
| Spread %: |
246.91% |
| Delta: |
-0.22 |
| Theta: |
-0.14 |
| Omega: |
-2.07 |
| Rho: |
-0.38 |
Quote data
| Open: |
0.810 |
| High: |
0.810 |
| Low: |
0.810 |
| Previous Close: |
0.910 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.41% |
| 1 Month |
|
|
+3.85% |
| 3 Months |
|
|
+24.62% |
| YTD |
|
|
-32.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.820 |
| 1M High / 1M Low: |
0.940 |
0.760 |
| 6M High / 6M Low: |
1.570 |
0.310 |
| High (YTD): |
1/5/2024 |
1.590 |
| Low (YTD): |
5/17/2024 |
0.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.856 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.847 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.861 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.64% |
| Volatility 6M: |
|
155.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
