JP Morgan Put 250 WAT 20.12.2024
/ DE000JB4QJD0
JP Morgan Put 250 WAT 20.12.2024/ DE000JB4QJD0 /
| 2024-07-11 9:03:37 AM |
Chg.-0.15 |
Bid5:04:05 PM |
Ask5:04:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.62EUR |
-8.47% |
1.28
Bid Size: 5,000 |
2.28
Ask Size: 5,000 |
Waters Corp |
250.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
JB4QJD |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.83 |
| Historic volatility: |
0.27 |
| Parity: |
-3.54 |
| Time value: |
3.62 |
| Break-even: |
194.57 |
| Moneyness: |
0.87 |
| Premium: |
0.27 |
| Premium p.a.: |
0.71 |
| Spread abs.: |
2.00 |
| Spread %: |
123.46% |
| Delta: |
-0.29 |
| Theta: |
-0.14 |
| Omega: |
-2.11 |
| Rho: |
-0.50 |
Quote data
| Open: |
1.62 |
| High: |
1.62 |
| Low: |
1.62 |
| Previous Close: |
1.77 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.22% |
| 1 Month |
|
|
+9.46% |
| 3 Months |
|
|
+35.00% |
| YTD |
|
|
-13.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.77 |
1.63 |
| 1M High / 1M Low: |
1.81 |
1.44 |
| 6M High / 6M Low: |
2.43 |
0.65 |
| High (YTD): |
2024-01-05 |
2.44 |
| Low (YTD): |
2024-05-16 |
0.65 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.68 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.51 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.20% |
| Volatility 6M: |
|
134.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
