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JP Morgan Put 260 WAT 20.12.2024/  DE000JB4VAV1  /

EUWAX
11/18/2024  9:03:49 AM Chg.+0.004 Bid5:35:06 PM Ask5:35:06 PM Underlying Strike price Expiration date Option type
0.072EUR +5.88% 0.056
Bid Size: 1,000		 0.760
Ask Size: 1,000		 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: -31.80
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.23
Historic volatility: 0.32
Parity: -9.34
Time value: 1.07
Break-even: 236.07
Moneyness: 0.73
Premium: 0.31
Premium p.a.: 20.04
Spread abs.: 1.00
Spread %: 1,365.75%
Delta: -0.14
Theta: -0.43
Omega: -4.52
Rho: -0.05
 

Quote data

Open: 0.072
High: 0.072
Low: 0.072
Previous Close: 0.068
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.00%
1 Month
  -70.00%
3 Months
  -89.57%
YTD
  -96.65%
1 Year
  -98.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.082 0.047
1M High / 1M Low: 0.410 0.026
6M High / 6M Low: 2.180 0.026
High (YTD): 1/4/2024 2.780
Low (YTD): 11/6/2024 0.026
52W High: 11/21/2023 3.900
52W Low: 11/6/2024 0.026
Avg. price 1W:   0.066
Avg. volume 1W:   0.000
Avg. price 1M:   0.203
Avg. volume 1M:   0.000
Avg. price 6M:   0.954
Avg. volume 6M:   0.000
Avg. price 1Y:   1.516
Avg. volume 1Y:   0.000
Volatility 1M:   789.64%
Volatility 6M:   346.71%
Volatility 1Y:   256.87%
Volatility 3Y:   -