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JP Morgan Put 240 WAT 20.12.2024/  DE000JB4QJC2  /

EUWAX
10/14/2024  9:21:36 AM Chg.-0.040 Bid5:27:57 PM Ask5:27:57 PM Underlying Strike price Expiration date Option type
0.120EUR -25.00% 0.120
Bid Size: 2,000		 0.820
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: -16.89
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.29
Historic volatility: 0.27
Parity: -10.80
Time value: 1.94
Break-even: 200.31
Moneyness: 0.67
Premium: 0.39
Premium p.a.: 4.98
Spread abs.: 1.83
Spread %: 1,666.67%
Delta: -0.16
Theta: -0.32
Omega: -2.63
Rho: -0.13
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.160
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -76.00%
3 Months
  -88.24%
YTD
  -92.64%
1 Year
  -96.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.140
1M High / 1M Low: 0.460 0.140
6M High / 6M Low: 1.850 0.140
High (YTD): 1/5/2024 2.130
Low (YTD): 10/9/2024 0.140
52W High: 10/31/2023 4.200
52W Low: 10/9/2024 0.140
Avg. price 1W:   0.158
Avg. volume 1W:   0.000
Avg. price 1M:   0.244
Avg. volume 1M:   0.000
Avg. price 6M:   0.814
Avg. volume 6M:   0.000
Avg. price 1Y:   1.416
Avg. volume 1Y:   0.000
Volatility 1M:   160.24%
Volatility 6M:   190.37%
Volatility 1Y:   154.29%
Volatility 3Y:   -