JP Morgan Put 290 WAT 21.02.2025
/ DE000JT3BMH9
JP Morgan Put 290 WAT 21.02.2025/ DE000JT3BMH9 /
| 07/08/2024 10:23:07 |
Chg.-0.14 |
Bid17:04:01 |
Ask17:04:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.33EUR |
-5.67% |
2.29
Bid Size: 5,000 |
3.29
Ask Size: 5,000 |
Waters Corp |
290.00 USD |
21/02/2025 |
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: |
21/02/2025 |
| Issue date: |
27/06/2024 |
| Last trading day: |
20/02/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.27 |
| Parity: |
-3.74 |
| Time value: |
4.40 |
| Break-even: |
221.43 |
| Moneyness: |
0.88 |
| Premium: |
0.27 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
2.00 |
| Spread %: |
83.33% |
| Delta: |
-0.29 |
| Theta: |
-0.14 |
| Omega: |
-2.00 |
| Rho: |
-0.72 |
Quote data
| Open: |
2.33 |
| High: |
2.33 |
| Low: |
2.33 |
| Previous Close: |
2.47 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.64% |
| 1 Month |
|
|
-35.99% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.47 |
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: |
|
2.86 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
