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JP Morgan Put 270 WAT 20.12.2024/  DE000JB4VAX7  /

EUWAX
2024-11-18  9:03:52 AM Chg.+0.007 Bid6:59:19 PM Ask6:59:19 PM Underlying Strike price Expiration date Option type
0.089EUR +8.54% 0.080
Bid Size: 2,000		 0.780
Ask Size: 2,000		 Waters Corp 270.00 USD 2024-12-20 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: 2024-12-20
Issue date: 2023-10-10
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -31.21
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.14
Historic volatility: 0.32
Parity: -8.40
Time value: 1.09
Break-even: 245.36
Moneyness: 0.75
Premium: 0.28
Premium p.a.: 15.53
Spread abs.: 1.00
Spread %: 1,111.11%
Delta: -0.15
Theta: -0.42
Omega: -4.83
Rho: -0.06
 

Quote data

Open: 0.089
High: 0.089
Low: 0.089
Previous Close: 0.082
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.49%
1 Month
  -73.03%
3 Months
  -89.77%
YTD
  -96.37%
1 Year
  -97.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.095 0.055
1M High / 1M Low: 0.560 0.037
6M High / 6M Low: 2.590 0.037
High (YTD): 2024-01-04 3.140
Low (YTD): 2024-11-06 0.037
52W High: 2023-11-21 4.350
52W Low: 2024-11-06 0.037
Avg. price 1W:   0.077
Avg. volume 1W:   0.000
Avg. price 1M:   0.278
Avg. volume 1M:   0.000
Avg. price 6M:   1.171
Avg. volume 6M:   0.000
Avg. price 1Y:   1.780
Avg. volume 1Y:   0.000
Volatility 1M:   657.91%
Volatility 6M:   296.74%
Volatility 1Y:   222.32%
Volatility 3Y:   -