JP Morgan Put 240 WAT 21.02.2025
/ DE000JT2XAY5
JP Morgan Put 240 WAT 21.02.2025/ DE000JT2XAY5 /
12/09/2024 10:29:02 |
Chg.+0.020 |
Bid16:04:57 |
Ask16:04:57 |
Underlying |
Strike price |
Expiration date |
Option type |
0.810EUR |
+2.53% |
0.960 Bid Size: 5,000 |
1.960 Ask Size: 5,000 |
Waters Corp |
240.00 USD |
21/02/2025 |
Put |
Master data
WKN: |
JT2XAY |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Waters Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
240.00 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: |
-10.56 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.91 |
Historic volatility: |
0.27 |
Parity: |
-7.88 |
Time value: |
2.81 |
Break-even: |
189.88 |
Moneyness: |
0.73 |
Premium: |
0.36 |
Premium p.a.: |
1.00 |
Spread abs.: |
2.00 |
Spread %: |
246.91% |
Delta: |
-0.20 |
Theta: |
-0.15 |
Omega: |
-2.13 |
Rho: |
-0.39 |
Quote data
Open: |
0.810 |
High: |
0.810 |
Low: |
0.810 |
Previous Close: |
0.790 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.00% |
1 Month |
|
|
-19.80% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.790 |
0.740 |
1M High / 1M Low: |
1.010 |
0.560 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.770 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.739 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
117.56% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |