JP Morgan Put 230 WAT 20.12.2024
/ DE000JB4QJB4
JP Morgan Put 230 WAT 20.12.2024/ DE000JB4QJB4 /
2024-09-12 9:19:48 AM |
Chg.0.000 |
Bid12:40:36 PM |
Ask12:40:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.340EUR |
0.00% |
0.330 Bid Size: 250 |
2.330 Ask Size: 250 |
Waters Corp |
230.00 USD |
2024-12-20 |
Put |
Master data
WKN: |
JB4QJB |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Waters Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
230.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2023-10-10 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-12.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.13 |
Historic volatility: |
0.27 |
Parity: |
-8.79 |
Time value: |
2.34 |
Break-even: |
185.49 |
Moneyness: |
0.70 |
Premium: |
0.37 |
Premium p.a.: |
2.23 |
Spread abs.: |
2.00 |
Spread %: |
588.24% |
Delta: |
-0.18 |
Theta: |
-0.22 |
Omega: |
-2.31 |
Rho: |
-0.21 |
Quote data
Open: |
0.340 |
High: |
0.340 |
Low: |
0.340 |
Previous Close: |
0.340 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.56% |
1 Month |
|
|
-32.00% |
3 Months |
|
|
-65.31% |
YTD |
|
|
-75.89% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.360 |
0.330 |
1M High / 1M Low: |
0.500 |
0.210 |
6M High / 6M Low: |
1.550 |
0.210 |
High (YTD): |
2024-01-05 |
1.850 |
Low (YTD): |
2024-09-03 |
0.210 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.348 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.320 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.752 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
232.99% |
Volatility 6M: |
|
199.75% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |