JP Morgan Put 230 WAT 20.12.2024
/ DE000JB4QJB4
JP Morgan Put 230 WAT 20.12.2024/ DE000JB4QJB4 /
| 11/07/2024 09:03:37 |
Chg.-0.11 |
Bid19:11:43 |
Ask19:11:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.04EUR |
-9.57% |
0.80
Bid Size: 5,000 |
1.80
Ask Size: 5,000 |
Waters Corp |
230.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.83 |
| Historic volatility: |
0.27 |
| Parity: |
-5.38 |
| Time value: |
2.81 |
| Break-even: |
184.25 |
| Moneyness: |
0.80 |
| Premium: |
0.31 |
| Premium p.a.: |
0.83 |
| Spread abs.: |
1.85 |
| Spread %: |
192.31% |
| Delta: |
-0.24 |
| Theta: |
-0.13 |
| Omega: |
-2.26 |
| Rho: |
-0.41 |
Quote data
| Open: |
1.04 |
| High: |
1.04 |
| Low: |
1.04 |
| Previous Close: |
1.15 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.89% |
| 1 Month |
|
|
+6.12% |
| 3 Months |
|
|
+28.40% |
| YTD |
|
|
-26.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.15 |
1.05 |
| 1M High / 1M Low: |
1.19 |
0.95 |
| 6M High / 6M Low: |
1.83 |
0.40 |
| High (YTD): |
05/01/2024 |
1.85 |
| Low (YTD): |
16/05/2024 |
0.40 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.05 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.01% |
| Volatility 6M: |
|
148.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
