JP Morgan Put 280 WAT 21.02.2025
/ DE000JT2XB20
JP Morgan Put 280 WAT 21.02.2025/ DE000JT2XB20 /
10/14/2024 10:39:39 AM |
Chg.-0.10 |
Bid4:56:44 PM |
Ask4:56:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.95EUR |
-9.52% |
0.94 Bid Size: 3,000 |
1.94 Ask Size: 3,000 |
Waters Corp |
280.00 USD |
2/21/2025 |
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: |
2/21/2025 |
Issue date: |
6/27/2024 |
Last trading day: |
2/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-12.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.83 |
Historic volatility: |
0.27 |
Parity: |
-7.14 |
Time value: |
2.70 |
Break-even: |
229.33 |
Moneyness: |
0.78 |
Premium: |
0.30 |
Premium p.a.: |
1.09 |
Spread abs.: |
1.83 |
Spread %: |
210.53% |
Delta: |
-0.22 |
Theta: |
-0.18 |
Omega: |
-2.69 |
Rho: |
-0.35 |
Quote data
Open: |
0.95 |
High: |
0.95 |
Low: |
0.95 |
Previous Close: |
1.05 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-15.18% |
1 Month |
|
|
-50.00% |
3 Months |
|
|
-64.29% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.12 |
1.00 |
1M High / 1M Low: |
1.79 |
0.99 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.06 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.26 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
128.78% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |