JP Morgan Put 280 WAT 21.02.2025
/ DE000JT2XB20
JP Morgan Put 280 WAT 21.02.2025/ DE000JT2XB20 /
| 18/11/2024 10:18:27 |
Chg.+0.170 |
Bid20:42:05 |
Ask20:42:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
+48.57% |
0.540
Bid Size: 3,000 |
1.240
Ask Size: 3,000 |
Waters Corp |
280.00 USD |
21/02/2025 |
Put |
Master data
| WKN: |
JT2XB2 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
280.00 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: |
-13.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.91 |
| Historic volatility: |
0.32 |
| Parity: |
-7.45 |
| Time value: |
2.51 |
| Break-even: |
240.65 |
| Moneyness: |
0.78 |
| Premium: |
0.29 |
| Premium p.a.: |
1.68 |
| Spread abs.: |
2.00 |
| Spread %: |
392.16% |
| Delta: |
-0.22 |
| Theta: |
-0.24 |
| Omega: |
-2.95 |
| Rho: |
-0.26 |
Quote data
| Open: |
0.520 |
| High: |
0.520 |
| Low: |
0.520 |
| Previous Close: |
0.350 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+67.74% |
| 1 Month |
|
|
-48.51% |
| 3 Months |
|
|
-67.90% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.240 |
| 1M High / 1M Low: |
1.410 |
0.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.302 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.840 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
314.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
