JP Morgan Put 230 WAT 20.12.2024
/ DE000JB4QJB4
JP Morgan Put 230 WAT 20.12.2024/ DE000JB4QJB4 /
14/10/2024 09:21:36 |
Chg.-0.024 |
Bid16:56:44 |
Ask16:56:44 |
Underlying |
Strike price |
Expiration date |
Option type |
0.086EUR |
-21.82% |
0.089 Bid Size: 2,000 |
0.790 Ask Size: 2,000 |
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: |
-15.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.42 |
Historic volatility: |
0.27 |
Parity: |
-11.72 |
Time value: |
2.09 |
Break-even: |
189.66 |
Moneyness: |
0.64 |
Premium: |
0.42 |
Premium p.a.: |
5.79 |
Spread abs.: |
2.00 |
Spread %: |
2,275.00% |
Delta: |
-0.15 |
Theta: |
-0.34 |
Omega: |
-2.34 |
Rho: |
-0.13 |
Quote data
Open: |
0.086 |
High: |
0.086 |
Low: |
0.086 |
Previous Close: |
0.110 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-33.85% |
1 Month |
|
|
-77.37% |
3 Months |
|
|
-89.25% |
YTD |
|
|
-93.90% |
1 Year |
|
|
-97.35% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.130 |
0.098 |
1M High / 1M Low: |
0.350 |
0.098 |
6M High / 6M Low: |
1.550 |
0.098 |
High (YTD): |
05/01/2024 |
1.850 |
Low (YTD): |
09/10/2024 |
0.098 |
52W High: |
30/10/2023 |
3.760 |
52W Low: |
09/10/2024 |
0.098 |
Avg. price 1W: |
|
0.112 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.180 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.647 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.197 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
175.25% |
Volatility 6M: |
|
203.71% |
Volatility 1Y: |
|
164.45% |
Volatility 3Y: |
|
- |