JP Morgan Put 250 WAT 21.02.2025
/ DE000JT2XAZ2
JP Morgan Put 250 WAT 21.02.2025/ DE000JT2XAZ2 /
| 2024-08-07 10:22:57 AM |
Chg.-0.08 |
Bid3:28:41 PM |
Ask3:28:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.22EUR |
-6.15% |
1.24
Bid Size: 250 |
3.24
Ask Size: 250 |
Waters Corp |
250.00 USD |
2025-02-21 |
Put |
Master data
| WKN: |
JT2XAZ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 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: |
-10.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.81 |
| Historic volatility: |
0.27 |
| Parity: |
-7.40 |
| Time value: |
2.98 |
| Break-even: |
198.98 |
| Moneyness: |
0.76 |
| Premium: |
0.34 |
| Premium p.a.: |
0.72 |
| Spread abs.: |
1.83 |
| Spread %: |
158.73% |
| Delta: |
-0.21 |
| Theta: |
-0.12 |
| Omega: |
-2.15 |
| Rho: |
-0.51 |
Quote data
| Open: |
1.22 |
| High: |
1.22 |
| Low: |
1.22 |
| Previous Close: |
1.30 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.02% |
| 1 Month |
|
|
-38.69% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.30 |
0.96 |
| 1M High / 1M Low: |
2.10 |
0.96 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
