JP Morgan Put 240 WAT 21.02.2025
/ DE000JT2XAY5
JP Morgan Put 240 WAT 21.02.2025/ DE000JT2XAY5 /
2024-08-07 10:22:57 AM |
Chg.-0.07 |
Bid3:28:41 PM |
Ask3:28:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.01EUR |
-6.48% |
1.03 Bid Size: 250 |
3.03 Ask Size: 250 |
Waters Corp |
240.00 USD |
2025-02-21 |
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: |
2025-02-21 |
Issue date: |
2024-06-27 |
Last trading day: |
2025-02-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-9.96 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.88 |
Historic volatility: |
0.27 |
Parity: |
-8.32 |
Time value: |
3.04 |
Break-even: |
189.26 |
Moneyness: |
0.73 |
Premium: |
0.38 |
Premium p.a.: |
0.80 |
Spread abs.: |
2.00 |
Spread %: |
192.31% |
Delta: |
-0.20 |
Theta: |
-0.13 |
Omega: |
-1.97 |
Rho: |
-0.49 |
Quote data
Open: |
1.01 |
High: |
1.01 |
Low: |
1.01 |
Previous Close: |
1.08 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+17.44% |
1 Month |
|
|
-39.16% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.08 |
0.80 |
1M High / 1M Low: |
1.76 |
0.80 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.91 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.21 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
175.41% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |