JP Morgan Put 270 WAT 20.12.2024
/ DE000JB4VAX7
JP Morgan Put 270 WAT 20.12.2024/ DE000JB4VAX7 /
| 7/11/2024 9:05:13 AM |
Chg.-0.18 |
Bid9:10:42 PM |
Ask9:10:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.35EUR |
-7.11% |
1.96
Bid Size: 5,000 |
2.96
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: |
-6.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.79 |
| Historic volatility: |
0.27 |
| Parity: |
-1.69 |
| Time value: |
4.35 |
| Break-even: |
205.73 |
| Moneyness: |
0.94 |
| Premium: |
0.23 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
2.00 |
| Spread %: |
85.11% |
| Delta: |
-0.34 |
| Theta: |
-0.15 |
| Omega: |
-2.07 |
| Rho: |
-0.59 |
Quote data
| Open: |
2.35 |
| High: |
2.35 |
| Low: |
2.35 |
| Previous Close: |
2.53 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.84% |
| 1 Month |
|
|
+10.85% |
| 3 Months |
|
|
+38.24% |
| YTD |
|
|
-4.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.53 |
2.36 |
| 1M High / 1M Low: |
2.59 |
2.07 |
| 6M High / 6M Low: |
3.13 |
1.00 |
| High (YTD): |
1/4/2024 |
3.14 |
| Low (YTD): |
5/16/2024 |
1.00 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.10 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.87% |
| Volatility 6M: |
|
119.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
