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JP Morgan Put 250 WAT 20.12.2024/  DE000JB4QJD0  /

EUWAX
18/11/2024  09:00:53 Chg.+0.003 Bid20:18:56 Ask20:18:56 Underlying Strike price Expiration date Option type
0.060EUR +5.26% 0.069
Bid Size: 2,000		 0.770
Ask Size: 2,000		 Waters Corp 250.00 USD 20/12/2024 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: 20/12/2024
Issue date: 10/10/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -32.10
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.33
Historic volatility: 0.32
Parity: -10.29
Time value: 1.06
Break-even: 226.68
Moneyness: 0.70
Premium: 0.33
Premium p.a.: 25.70
Spread abs.: 1.00
Spread %: 1,637.70%
Delta: -0.13
Theta: -0.44
Omega: -4.22
Rho: -0.05
 

Quote data

Open: 0.060
High: 0.060
Low: 0.060
Previous Close: 0.057
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month
  -70.00%
3 Months
  -88.89%
YTD
  -96.81%
1 Year
  -98.28%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.070 0.041
1M High / 1M Low: 0.290 0.018
6M High / 6M Low: 1.810 0.018
High (YTD): 05/01/2024 2.440
Low (YTD): 06/11/2024 0.018
52W High: 21/11/2023 3.470
52W Low: 06/11/2024 0.018
Avg. price 1W:   0.057
Avg. volume 1W:   0.000
Avg. price 1M:   0.147
Avg. volume 1M:   0.000
Avg. price 6M:   0.768
Avg. volume 6M:   0.000
Avg. price 1Y:   1.280
Avg. volume 1Y:   0.000
Volatility 1M:   991.91%
Volatility 6M:   421.73%
Volatility 1Y:   308.91%
Volatility 3Y:   -