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JP Morgan Put 240 WAT 20.12.2024/  DE000JB4QJC2  /

EUWAX
11/18/2024  9:00:53 AM Chg.+0.002 Bid8:53:53 PM Ask8:53:53 PM Underlying Strike price Expiration date Option type
0.050EUR +4.17% 0.065
Bid Size: 2,000		 0.770
Ask Size: 2,000		 Waters Corp 240.00 USD 12/20/2024 Put
 

Master data

WKN: JB4QJC
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Waters Corp
Type: Warrant
Option type: Put
Strike price: 240.00 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: -34.14
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.40
Historic volatility: 0.32
Parity: -11.24
Time value: 1.00
Break-even: 217.82
Moneyness: 0.67
Premium: 0.36
Premium p.a.: 32.29
Spread abs.: 0.95
Spread %: 1,919.23%
Delta: -0.12
Theta: -0.43
Omega: -4.06
Rho: -0.04
 

Quote data

Open: 0.050
High: 0.050
Low: 0.050
Previous Close: 0.048
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.28%
1 Month
  -64.29%
3 Months
  -87.80%
YTD
  -96.93%
1 Year
  -98.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.061 0.037
1M High / 1M Low: 0.200 0.013
6M High / 6M Low: 1.480 0.013
High (YTD): 1/5/2024 2.130
Low (YTD): 11/6/2024 0.013
52W High: 11/21/2023 3.060
52W Low: 11/6/2024 0.013
Avg. price 1W:   0.049
Avg. volume 1W:   0.000
Avg. price 1M:   0.105
Avg. volume 1M:   0.000
Avg. price 6M:   0.609
Avg. volume 6M:   0.000
Avg. price 1Y:   1.072
Avg. volume 1Y:   0.000
Volatility 1M:   1,203.67%
Volatility 6M:   502.69%
Volatility 1Y:   365.04%
Volatility 3Y:   -