JP Morgan Put 230 WAT 21.02.2025
/ DE000JT2XAX7
JP Morgan Put 230 WAT 21.02.2025/ DE000JT2XAX7 /
| 07/08/2024 10:22:57 |
Chg.-0.060 |
Bid11:24:45 |
Ask11:24:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
-6.74% |
0.820
Bid Size: 250 |
2.820
Ask Size: 250 |
Waters Corp |
230.00 USD |
21/02/2025 |
Put |
Master data
| WKN: |
JT2XAX |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
230.00 USD |
| Maturity: |
21/02/2025 |
| Issue date: |
27/06/2024 |
| Last trading day: |
20/02/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.87 |
| Historic volatility: |
0.27 |
| Parity: |
-9.23 |
| Time value: |
2.62 |
| Break-even: |
184.33 |
| Moneyness: |
0.70 |
| Premium: |
0.39 |
| Premium p.a.: |
0.84 |
| Spread abs.: |
1.83 |
| Spread %: |
232.56% |
| Delta: |
-0.18 |
| Theta: |
-0.12 |
| Omega: |
-2.07 |
| Rho: |
-0.44 |
Quote data
| Open: |
0.830 |
| High: |
0.830 |
| Low: |
0.830 |
| Previous Close: |
0.890 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.88% |
| 1 Month |
|
|
-39.42% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.660 |
| 1M High / 1M Low: |
1.450 |
0.660 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.744 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.982 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
188.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
