JP Morgan Put 250 WAT 20.12.2024
/ DE000JB4QJD0
JP Morgan Put 250 WAT 20.12.2024/ DE000JB4QJD0 /
| 07/08/2024 08:58:38 |
Chg.-0.040 |
Bid19:44:33 |
Ask19:44:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
-4.55% |
0.980
Bid Size: 5,000 |
1.980
Ask Size: 5,000 |
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: |
-11.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.90 |
| Historic volatility: |
0.27 |
| Parity: |
-7.40 |
| Time value: |
2.63 |
| Break-even: |
202.55 |
| Moneyness: |
0.76 |
| Premium: |
0.33 |
| Premium p.a.: |
1.17 |
| Spread abs.: |
1.83 |
| Spread %: |
229.89% |
| Delta: |
-0.21 |
| Theta: |
-0.17 |
| Omega: |
-2.41 |
| Rho: |
-0.33 |
Quote data
| Open: |
0.840 |
| High: |
0.840 |
| Low: |
0.840 |
| Previous Close: |
0.880 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+44.83% |
| 1 Month |
|
|
-48.47% |
| 3 Months |
|
|
-41.26% |
| YTD |
|
|
-55.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.530 |
| 1M High / 1M Low: |
1.770 |
0.530 |
| 6M High / 6M Low: |
2.180 |
0.530 |
| High (YTD): |
05/01/2024 |
2.440 |
| Low (YTD): |
02/08/2024 |
0.530 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.676 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.091 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.347 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
256.49% |
| Volatility 6M: |
|
164.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
