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JP Morgan Put 230 WAT 20.12.2024/  DE000JB4QJB4  /

EUWAX
11/18/2024  9:00:52 AM Chg.+0.002 Bid7:13:44 PM Ask7:13:44 PM Underlying Strike price Expiration date Option type
0.043EUR +4.88% 0.033
Bid Size: 1,000		 0.730
Ask Size: 1,000		 Waters Corp 230.00 USD 12/20/2024 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: 12/20/2024
Issue date: 10/10/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -16.68
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 2.00
Historic volatility: 0.32
Parity: -12.19
Time value: 2.04
Break-even: 197.89
Moneyness: 0.64
Premium: 0.42
Premium p.a.: 52.85
Spread abs.: 2.00
Spread %: 4,536.36%
Delta: -0.15
Theta: -0.72
Omega: -2.45
Rho: -0.06
 

Quote data

Open: 0.043
High: 0.043
Low: 0.043
Previous Close: 0.041
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.69%
1 Month
  -55.21%
3 Months
  -86.13%
YTD
  -96.95%
1 Year
  -98.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.054 0.033
1M High / 1M Low: 0.140 0.009
6M High / 6M Low: 1.190 0.009
High (YTD): 1/5/2024 1.850
Low (YTD): 11/6/2024 0.009
52W High: 11/21/2023 2.680
52W Low: 11/6/2024 0.009
Avg. price 1W:   0.043
Avg. volume 1W:   0.000
Avg. price 1M:   0.074
Avg. volume 1M:   0.000
Avg. price 6M:   0.477
Avg. volume 6M:   0.000
Avg. price 1Y:   0.891
Avg. volume 1Y:   0.000
Volatility 1M:   1,527.41%
Volatility 6M:   625.99%
Volatility 1Y:   450.92%
Volatility 3Y:   -