JP Morgan Put 290 WAT 21.02.2025
/ DE000JT3BMH9
JP Morgan Put 290 WAT 21.02.2025/ DE000JT3BMH9 /
2024-08-06 10:27:57 AM |
Chg.+0.37 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.47EUR |
+17.62% |
- Bid Size: - |
- Ask Size: - |
Waters Corp |
290.00 USD |
2025-02-21 |
Put |
Master data
WKN: |
JT3BMH |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Waters Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
290.00 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: |
-6.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.76 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.78 |
Historic volatility: |
0.27 |
Parity: |
-3.55 |
Time value: |
4.52 |
Break-even: |
219.62 |
Moneyness: |
0.88 |
Premium: |
0.27 |
Premium p.a.: |
0.55 |
Spread abs.: |
2.00 |
Spread %: |
79.37% |
Delta: |
-0.29 |
Theta: |
-0.14 |
Omega: |
-1.96 |
Rho: |
-0.73 |
Quote data
Open: |
2.47 |
High: |
2.47 |
Low: |
2.47 |
Previous Close: |
2.10 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-0.40% |
1 Month |
|
|
-32.14% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.48 |
1.88 |
1M High / 1M Low: |
3.79 |
1.88 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.17 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.87 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
118.96% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |