JP Morgan Put 200 WAT 21.02.2025
/ DE000JT46DL0
JP Morgan Put 200 WAT 21.02.2025/ DE000JT46DL0 /
| 11/07/2024 09:35:14 |
Chg.-0.060 |
Bid17:16:26 |
Ask17:16:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
-8.22% |
0.530
Bid Size: 3,000 |
2.530
Ask Size: 3,000 |
Waters Corp |
200.00 USD |
21/02/2025 |
Put |
Master data
| WKN: |
JT46DL |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
200.00 USD |
| Maturity: |
21/02/2025 |
| Issue date: |
03/07/2024 |
| Last trading day: |
20/02/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.85 |
| Historic volatility: |
0.27 |
| Parity: |
-8.15 |
| Time value: |
2.46 |
| Break-even: |
159.97 |
| Moneyness: |
0.69 |
| Premium: |
0.40 |
| Premium p.a.: |
0.72 |
| Spread abs.: |
1.85 |
| Spread %: |
298.51% |
| Delta: |
-0.18 |
| Theta: |
-0.10 |
| Omega: |
-1.94 |
| Rho: |
-0.45 |
Quote data
| Open: |
0.670 |
| High: |
0.670 |
| Low: |
0.670 |
| Previous Close: |
0.730 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.29% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.700 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.708 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
