JP Morgan Put 260 WAT 20.12.2024
/ DE000JB4VAV1
JP Morgan Put 260 WAT 20.12.2024/ DE000JB4VAV1 /
10/14/2024 9:22:42 AM |
Chg.-0.070 |
Bid4:20:34 PM |
Ask4:20:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.230EUR |
-23.33% |
0.240 Bid Size: 2,000 |
0.940 Ask Size: 2,000 |
Waters Corp |
260.00 USD |
12/20/2024 |
Put |
Master data
WKN: |
JB4VAV |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Waters Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
260.00 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: |
-26.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.92 |
Historic volatility: |
0.27 |
Parity: |
-8.97 |
Time value: |
1.24 |
Break-even: |
225.62 |
Moneyness: |
0.73 |
Premium: |
0.31 |
Premium p.a.: |
3.38 |
Spread abs.: |
1.00 |
Spread %: |
416.67% |
Delta: |
-0.15 |
Theta: |
-0.22 |
Omega: |
-4.04 |
Rho: |
-0.11 |
Quote data
Open: |
0.230 |
High: |
0.230 |
Low: |
0.230 |
Previous Close: |
0.300 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-30.30% |
1 Month |
|
|
-72.62% |
3 Months |
|
|
-85.44% |
YTD |
|
|
-89.30% |
1 Year |
|
|
-94.95% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.330 |
0.260 |
1M High / 1M Low: |
0.780 |
0.260 |
6M High / 6M Low: |
2.540 |
0.260 |
High (YTD): |
1/4/2024 |
2.780 |
Low (YTD): |
10/9/2024 |
0.260 |
52W High: |
10/30/2023 |
5.180 |
52W Low: |
10/9/2024 |
0.260 |
Avg. price 1W: |
|
0.292 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.434 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.237 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.938 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
158.59% |
Volatility 6M: |
|
170.76% |
Volatility 1Y: |
|
139.09% |
Volatility 3Y: |
|
- |