JP Morgan Put 260 WAT 20.12.2024
/ DE000JB4VAV1
JP Morgan Put 260 WAT 20.12.2024/ DE000JB4VAV1 /
| 9/12/2024 9:20:26 AM |
Chg.-0.010 |
Bid7:09:31 PM |
Ask7:09:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
-1.30% |
0.840
Bid Size: 5,000 |
1.540
Ask Size: 5,000 |
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: |
-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): |
1/4/2024 |
2.780 |
| Low (YTD): |
9/3/2024 |
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: |
|
- |
