JP Morgan Put 270 WAT 21.02.2025
/ DE000JT2XB12
JP Morgan Put 270 WAT 21.02.2025/ DE000JT2XB12 /
14/10/2024 10:39:39 |
Chg.-0.080 |
Bid13:34:40 |
Ask13:34:40 |
Underlying |
Strike price |
Expiration date |
Option type |
0.770EUR |
-9.41% |
0.770 Bid Size: 250 |
2.770 Ask Size: 250 |
Waters Corp |
270.00 USD |
21/02/2025 |
Put |
Master data
WKN: |
JT2XB1 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Waters Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
270.00 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: |
-12.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.86 |
Historic volatility: |
0.27 |
Parity: |
-8.05 |
Time value: |
2.54 |
Break-even: |
221.82 |
Moneyness: |
0.75 |
Premium: |
0.32 |
Premium p.a.: |
1.19 |
Spread abs.: |
1.83 |
Spread %: |
259.74% |
Delta: |
-0.20 |
Theta: |
-0.18 |
Omega: |
-2.64 |
Rho: |
-0.33 |
Quote data
Open: |
0.770 |
High: |
0.770 |
Low: |
0.770 |
Previous Close: |
0.850 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-16.30% |
1 Month |
|
|
-51.88% |
3 Months |
|
|
-66.23% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.920 |
0.810 |
1M High / 1M Low: |
1.500 |
0.800 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.863 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.037 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
136.02% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |