JP Morgan Put 260 WAT 20.12.2024
/ DE000JB4VAV1
JP Morgan Put 260 WAT 20.12.2024/ DE000JB4VAV1 /
| 11/07/2024 09:05:09 |
Chg.-0.16 |
Bid21:01:18 |
Ask21:01:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.97EUR |
-7.51% |
1.59
Bid Size: 5,000 |
2.59
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: |
-6.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.81 |
| Historic volatility: |
0.27 |
| Parity: |
-2.61 |
| Time value: |
3.97 |
| Break-even: |
200.30 |
| Moneyness: |
0.90 |
| Premium: |
0.25 |
| Premium p.a.: |
0.65 |
| Spread abs.: |
2.00 |
| Spread %: |
101.52% |
| Delta: |
-0.31 |
| Theta: |
-0.14 |
| Omega: |
-2.09 |
| Rho: |
-0.54 |
Quote data
| Open: |
1.97 |
| High: |
1.97 |
| Low: |
1.97 |
| Previous Close: |
2.13 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.51% |
| 1 Month |
|
|
+10.67% |
| 3 Months |
|
|
+37.76% |
| YTD |
|
|
-8.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.13 |
1.98 |
| 1M High / 1M Low: |
2.18 |
1.73 |
| 6M High / 6M Low: |
2.77 |
0.81 |
| High (YTD): |
04/01/2024 |
2.78 |
| Low (YTD): |
16/05/2024 |
0.81 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.97 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.79 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.56% |
| Volatility 6M: |
|
125.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
