JP Morgan Put 270 WAT 20.12.2024
/ DE000JB4VAX7
JP Morgan Put 270 WAT 20.12.2024/ DE000JB4VAX7 /
12/09/2024 09:20:27 |
Chg.0.000 |
Bid19:09:31 |
Ask19:09:31 |
Underlying |
Strike price |
Expiration date |
Option type |
0.970EUR |
0.00% |
1.060 Bid Size: 5,000 |
1.760 Ask Size: 5,000 |
Waters Corp |
270.00 USD |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
10/10/2023 |
Last trading day: |
19/12/2024 |
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): |
04/01/2024 |
3.140 |
Low (YTD): |
03/09/2024 |
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: |
|
- |