JP Morgan Put 250 WAT 21.02.2025
/ DE000JT2XAZ2
JP Morgan Put 250 WAT 21.02.2025/ DE000JT2XAZ2 /
| 12/09/2024 10:29:02 |
Chg.+0.030 |
Bid17:19:27 |
Ask17:19:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.010EUR |
+3.06% |
1.150
Bid Size: 5,000 |
2.150
Ask Size: 5,000 |
Waters Corp |
250.00 USD |
21/02/2025 |
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: |
21/02/2025 |
| Issue date: |
27/06/2024 |
| Last trading day: |
20/02/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.88 |
| Historic volatility: |
0.27 |
| Parity: |
-6.97 |
| Time value: |
3.01 |
| Break-even: |
196.96 |
| Moneyness: |
0.77 |
| Premium: |
0.34 |
| Premium p.a.: |
0.92 |
| Spread abs.: |
2.00 |
| Spread %: |
198.02% |
| Delta: |
-0.22 |
| Theta: |
-0.15 |
| Omega: |
-2.16 |
| Rho: |
-0.42 |
Quote data
| Open: |
1.010 |
| High: |
1.010 |
| Low: |
1.010 |
| Previous Close: |
0.980 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.60% |
| 1 Month |
|
|
-17.21% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.910 |
| 1M High / 1M Low: |
1.220 |
0.710 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.954 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.913 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
