JP Morgan Put 320 WAT 21.02.2025
/ DE000JT3S0V8
JP Morgan Put 320 WAT 21.02.2025/ DE000JT3S0V8 /
9/12/2024 10:53:44 AM |
Chg.+0.03 |
Bid9:03:02 PM |
Ask9:03:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.23EUR |
+0.94% |
3.45 Bid Size: 5,000 |
4.15 Ask Size: 5,000 |
Waters Corp |
320.00 USD |
2/21/2025 |
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: |
2/21/2025 |
Issue date: |
7/18/2024 |
Last trading day: |
2/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-5.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.58 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.75 |
Historic volatility: |
0.27 |
Parity: |
-0.61 |
Time value: |
5.23 |
Break-even: |
238.34 |
Moneyness: |
0.98 |
Premium: |
0.20 |
Premium p.a.: |
0.50 |
Spread abs.: |
2.00 |
Spread %: |
61.92% |
Delta: |
-0.37 |
Theta: |
-0.16 |
Omega: |
-2.12 |
Rho: |
-0.72 |
Quote data
Open: |
3.23 |
High: |
3.23 |
Low: |
3.23 |
Previous Close: |
3.20 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.21% |
1 Month |
|
|
-6.10% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.20 |
3.05 |
1M High / 1M Low: |
3.44 |
2.60 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.12 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.97 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
69.03% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |