JP Morgan Put 125 AWK 21.03.2025
/ DE000JT8NF14
JP Morgan Put 125 AWK 21.03.2025/ DE000JT8NF14 /
| 11/11/2024 8:48:59 AM |
Chg.-0.060 |
Bid9:10:26 PM |
Ask9:10:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
-20.00% |
0.270
Bid Size: 50,000 |
0.300
Ask Size: 50,000 |
American Water Works |
125.00 USD |
3/21/2025 |
Put |
Master data
| WKN: |
JT8NF1 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
American Water Works |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
125.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
8/20/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-41.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.19 |
| Parity: |
-1.04 |
| Time value: |
0.31 |
| Break-even: |
113.60 |
| Moneyness: |
0.92 |
| Premium: |
0.11 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.08 |
| Spread %: |
37.50% |
| Delta: |
-0.24 |
| Theta: |
-0.02 |
| Omega: |
-10.04 |
| Rho: |
-0.12 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.300 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.00% |
| 1 Month |
|
|
-29.41% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.210 |
| 1M High / 1M Low: |
0.340 |
0.190 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.294 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.268 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
290.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
