JP Morgan Put 220 WAT 21.02.2025
/ DE000JT2XAW9
JP Morgan Put 220 WAT 21.02.2025/ DE000JT2XAW9 /
9/12/2024 10:29:02 AM |
Chg.+0.020 |
Bid1:01:31 PM |
Ask1:01:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.510EUR |
+4.08% |
0.510 Bid Size: 250 |
2.510 Ask Size: 250 |
Waters Corp |
220.00 USD |
2/21/2025 |
Put |
Master data
WKN: |
JT2XAW |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Waters Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
220.00 USD |
Maturity: |
2/21/2025 |
Issue date: |
6/27/2024 |
Last trading day: |
2/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-11.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.99 |
Historic volatility: |
0.27 |
Parity: |
-9.69 |
Time value: |
2.51 |
Break-even: |
174.71 |
Moneyness: |
0.67 |
Premium: |
0.41 |
Premium p.a.: |
1.17 |
Spread abs.: |
2.00 |
Spread %: |
392.16% |
Delta: |
-0.17 |
Theta: |
-0.15 |
Omega: |
-2.01 |
Rho: |
-0.34 |
Quote data
Open: |
0.510 |
High: |
0.510 |
Low: |
0.510 |
Previous Close: |
0.490 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.51% |
1 Month |
|
|
-25.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.500 |
0.460 |
1M High / 1M Low: |
0.680 |
0.340 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.482 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.468 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
133.62% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |