JP Morgan Put 320 WAT 21.02.2025
/ DE000JT3S0V8
JP Morgan Put 320 WAT 21.02.2025/ DE000JT3S0V8 /
07/08/2024 10:51:52 |
Chg.-0.18 |
Bid11:08:58 |
Ask11:08:58 |
Underlying |
Strike price |
Expiration date |
Option type |
3.46EUR |
-4.95% |
3.46 Bid Size: 250 |
5.46 Ask Size: 250 |
Waters Corp |
320.00 USD |
21/02/2025 |
Put |
Master data
WKN: |
JT3S0V |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Waters Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
320.00 USD |
Maturity: |
21/02/2025 |
Issue date: |
18/07/2024 |
Last trading day: |
20/02/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-5.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.65 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.74 |
Historic volatility: |
0.27 |
Parity: |
-1.00 |
Time value: |
5.55 |
Break-even: |
237.38 |
Moneyness: |
0.97 |
Premium: |
0.22 |
Premium p.a.: |
0.43 |
Spread abs.: |
2.00 |
Spread %: |
56.34% |
Delta: |
-0.36 |
Theta: |
-0.14 |
Omega: |
-1.94 |
Rho: |
-0.89 |
Quote data
Open: |
3.46 |
High: |
3.46 |
Low: |
3.46 |
Previous Close: |
3.64 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.14% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.64 |
2.87 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.28 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |