JP Morgan Put 145 AWK 21.03.2025
/ DE000JT9GDV5
JP Morgan Put 145 AWK 21.03.2025/ DE000JT9GDV5 /
| 2024-10-16 10:00:01 AM |
Chg.-0.010 |
Bid7:17:28 PM |
Ask7:17:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
-1.14% |
0.810
Bid Size: 50,000 |
0.840
Ask Size: 50,000 |
American Water Works |
145.00 USD |
2025-03-21 |
Put |
Master data
| WKN: |
JT9GDV |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
American Water Works |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
145.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-09-11 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
0.35 |
| Time value: |
0.52 |
| Break-even: |
124.50 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.08 |
| Spread %: |
10.47% |
| Delta: |
-0.50 |
| Theta: |
-0.02 |
| Omega: |
-7.48 |
| Rho: |
-0.32 |
Quote data
| Open: |
0.870 |
| High: |
0.870 |
| Low: |
0.870 |
| Previous Close: |
0.880 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.92% |
| 1 Month |
|
|
+50.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.130 |
0.880 |
| 1M High / 1M Low: |
1.130 |
0.510 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.007 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.730 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
