JP Morgan Put 220 WAT 20.12.2024
/ DE000JB4QJA6
JP Morgan Put 220 WAT 20.12.2024/ DE000JB4QJA6 /
| 07/08/2024 08:58:38 |
Chg.-0.010 |
Bid07/08/2024 |
Ask07/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
-2.44% |
0.400
Bid Size: 250 |
2.400
Ask Size: 250 |
Waters Corp |
220.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.06 |
| Historic volatility: |
0.27 |
| Parity: |
-9.94 |
| Time value: |
2.43 |
| Break-even: |
176.60 |
| Moneyness: |
0.67 |
| Premium: |
0.41 |
| Premium p.a.: |
1.52 |
| Spread abs.: |
2.00 |
| Spread %: |
465.12% |
| Delta: |
-0.17 |
| Theta: |
-0.17 |
| Omega: |
-2.07 |
| Rho: |
-0.28 |
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): |
05/01/2024 |
1.590 |
| Low (YTD): |
02/08/2024 |
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: |
|
- |
