JP Morgan Put 260 WAT 20.12.2024
/ DE000JB4VAV1
JP Morgan Put 260 WAT 20.12.2024/ DE000JB4VAV1 /
2024-08-07 8:59:03 AM |
Chg.-0.05 |
Bid1:00:46 PM |
Ask1:00:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.04EUR |
-4.59% |
1.02 Bid Size: 250 |
3.02 Ask Size: 250 |
Waters Corp |
260.00 USD |
2024-12-20 |
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: |
2024-12-20 |
Issue date: |
2023-10-10 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-9.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.12 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.91 |
Historic volatility: |
0.27 |
Parity: |
-6.49 |
Time value: |
3.07 |
Break-even: |
207.27 |
Moneyness: |
0.79 |
Premium: |
0.32 |
Premium p.a.: |
1.10 |
Spread abs.: |
2.00 |
Spread %: |
186.92% |
Delta: |
-0.23 |
Theta: |
-0.18 |
Omega: |
-2.28 |
Rho: |
-0.37 |
Quote data
Open: |
1.04 |
High: |
1.04 |
Low: |
1.04 |
Previous Close: |
1.09 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+40.54% |
1 Month |
|
|
-47.47% |
3 Months |
|
|
-39.18% |
YTD |
|
|
-51.63% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.09 |
0.68 |
1M High / 1M Low: |
2.13 |
0.68 |
6M High / 6M Low: |
2.54 |
0.68 |
High (YTD): |
2024-01-04 |
2.78 |
Low (YTD): |
2024-08-02 |
0.68 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.85 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.36 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.62 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
242.71% |
Volatility 6M: |
|
154.68% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |