JP Morgan Put 260 WAT 20.12.2024
/ DE000JB4VAV1
JP Morgan Put 260 WAT 20.12.2024/ DE000JB4VAV1 /
12/09/2024 09:20:26 |
Chg.-0.010 |
Bid20:09:34 |
Ask20:09:34 |
Underlying |
Strike price |
Expiration date |
Option type |
0.760EUR |
-1.30% |
0.830 Bid Size: 5,000 |
1.530 Ask Size: 5,000 |
Waters Corp |
260.00 USD |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
10/10/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-16.77 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.77 |
Historic volatility: |
0.27 |
Parity: |
-6.06 |
Time value: |
1.77 |
Break-even: |
218.44 |
Moneyness: |
0.80 |
Premium: |
0.26 |
Premium p.a.: |
1.37 |
Spread abs.: |
1.00 |
Spread %: |
129.87% |
Delta: |
-0.21 |
Theta: |
-0.17 |
Omega: |
-3.58 |
Rho: |
-0.22 |
Quote data
Open: |
0.760 |
High: |
0.760 |
Low: |
0.760 |
Previous Close: |
0.770 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-23.23% |
3 Months |
|
|
-57.06% |
YTD |
|
|
-64.65% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.780 |
0.730 |
1M High / 1M Low: |
0.990 |
0.500 |
6M High / 6M Low: |
2.540 |
0.500 |
High (YTD): |
04/01/2024 |
2.780 |
Low (YTD): |
03/09/2024 |
0.500 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.762 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.699 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.400 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
177.64% |
Volatility 6M: |
|
165.76% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |