JP Morgan Put 330 WAT 21.02.2025
/ DE000JT5YDK9
JP Morgan Put 330 WAT 21.02.2025/ DE000JT5YDK9 /
| 8/6/2024 9:21:02 AM |
Chg.- |
Bid9:07:47 AM |
Ask9:07:47 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.07EUR |
- |
3.91
Bid Size: 250 |
5.91
Ask Size: 250 |
Waters Corp |
330.00 USD |
2/21/2025 |
Put |
Master data
| WKN: |
JT5YDK |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
330.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
7/31/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.15 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.27 |
| Parity: |
0.11 |
| Time value: |
6.04 |
| Break-even: |
239.85 |
| Moneyness: |
1.00 |
| Premium: |
0.20 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
2.00 |
| Spread %: |
48.19% |
| Delta: |
-0.38 |
| Theta: |
-0.14 |
| Omega: |
-1.86 |
| Rho: |
-0.96 |
Quote data
| Open: |
4.07 |
| High: |
4.07 |
| Low: |
4.07 |
| Previous Close: |
3.60 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.78% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.07 |
3.28 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.71 |
| 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: |
|
- |
