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JP Morgan Put 270 WAT 20.12.2024/  DE000JB4VAX7  /

EUWAX
10/14/2024  9:22:45 AM Chg.-0.080 Bid5:09:11 PM Ask5:09:11 PM Underlying Strike price Expiration date Option type
0.320EUR -20.00% 0.320
Bid Size: 2,000		 1.020
Ask Size: 2,000		 Waters Corp 270.00 USD 12/20/2024 Put
 

Master data

WKN: JB4VAX
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Waters Corp
Type: Warrant
Option type: Put
Strike price: 270.00 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: -24.83
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.87
Historic volatility: 0.27
Parity: -8.05
Time value: 1.32
Break-even: 233.98
Moneyness: 0.75
Premium: 0.29
Premium p.a.: 2.94
Spread abs.: 1.00
Spread %: 312.50%
Delta: -0.17
Theta: -0.22
Omega: -4.19
Rho: -0.13
 

Quote data

Open: 0.320
High: 0.320
Low: 0.320
Previous Close: 0.400
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.27%
1 Month
  -69.81%
3 Months
  -83.33%
YTD
  -86.94%
1 Year
  -93.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.360
1M High / 1M Low: 0.980 0.360
6M High / 6M Low: 2.930 0.360
High (YTD): 1/4/2024 3.140
Low (YTD): 10/9/2024 0.360
52W High: 10/30/2023 5.690
52W Low: 10/9/2024 0.360
Avg. price 1W:   0.394
Avg. volume 1W:   0.000
Avg. price 1M:   0.565
Avg. volume 1M:   0.000
Avg. price 6M:   1.496
Avg. volume 6M:   0.000
Avg. price 1Y:   2.242
Avg. volume 1Y:   0.000
Volatility 1M:   145.02%
Volatility 6M:   159.69%
Volatility 1Y:   130.80%
Volatility 3Y:   -