JP Morgan Put 250 WAT 20.12.2024
/ DE000JB4QJD0
JP Morgan Put 250 WAT 20.12.2024/ DE000JB4QJD0 /
| 12/09/2024 09:19:49 |
Chg.-0.010 |
Bid19:42:47 |
Ask19:42:47 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
-1.67% |
0.660
Bid Size: 5,000 |
1.360
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: |
-18.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.79 |
| Historic volatility: |
0.27 |
| Parity: |
-6.97 |
| Time value: |
1.59 |
| Break-even: |
211.16 |
| Moneyness: |
0.77 |
| Premium: |
0.29 |
| Premium p.a.: |
1.55 |
| Spread abs.: |
1.00 |
| Spread %: |
169.49% |
| Delta: |
-0.19 |
| Theta: |
-0.16 |
| Omega: |
-3.55 |
| Rho: |
-0.20 |
Quote data
| Open: |
0.590 |
| High: |
0.590 |
| Low: |
0.590 |
| Previous Close: |
0.600 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.67% |
| 1 Month |
|
|
-26.25% |
| 3 Months |
|
|
-60.14% |
| YTD |
|
|
-68.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.570 |
| 1M High / 1M Low: |
0.800 |
0.380 |
| 6M High / 6M Low: |
2.180 |
0.380 |
| High (YTD): |
05/01/2024 |
2.440 |
| Low (YTD): |
03/09/2024 |
0.380 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.596 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.547 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.152 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
190.32% |
| Volatility 6M: |
|
176.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
