JP Morgan Put 270 WAT 20.12.2024
/ DE000JB4VAX7
JP Morgan Put 270 WAT 20.12.2024/ DE000JB4VAX7 /
| 9/12/2024 9:20:27 AM |
Chg.0.000 |
Bid8:57:44 PM |
Ask8:57:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
0.00% |
1.100
Bid Size: 5,000 |
1.800
Ask Size: 5,000 |
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: |
-15.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.27 |
| Parity: |
-5.15 |
| Time value: |
1.97 |
| Break-even: |
225.52 |
| Moneyness: |
0.83 |
| Premium: |
0.24 |
| Premium p.a.: |
1.21 |
| Spread abs.: |
1.00 |
| Spread %: |
103.09% |
| Delta: |
-0.24 |
| Theta: |
-0.17 |
| Omega: |
-3.59 |
| Rho: |
-0.25 |
Quote data
| Open: |
0.970 |
| High: |
0.970 |
| Low: |
0.970 |
| Previous Close: |
0.970 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.11% |
| 1 Month |
|
|
-20.49% |
| 3 Months |
|
|
-54.03% |
| YTD |
|
|
-60.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.920 |
| 1M High / 1M Low: |
1.220 |
0.650 |
| 6M High / 6M Low: |
2.930 |
0.650 |
| High (YTD): |
1/4/2024 |
3.140 |
| Low (YTD): |
9/3/2024 |
0.650 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.958 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.883 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.680 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
162.57% |
| Volatility 6M: |
|
155.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
