JP Morgan Put 330 WAT 21.02.2025
/ DE000JT5YDK9
JP Morgan Put 330 WAT 21.02.2025/ DE000JT5YDK9 /
| 11/18/2024 9:21:27 AM |
Chg.+0.39 |
Bid8:41:20 PM |
Ask8:41:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.65EUR |
+30.95% |
1.75
Bid Size: 5,000 |
2.25
Ask Size: 5,000 |
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: |
-13.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.97 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.32 |
| Parity: |
-2.70 |
| Time value: |
2.50 |
| Break-even: |
288.24 |
| Moneyness: |
0.92 |
| Premium: |
0.15 |
| Premium p.a.: |
0.73 |
| Spread abs.: |
0.95 |
| Spread %: |
61.35% |
| Delta: |
-0.32 |
| Theta: |
-0.18 |
| Omega: |
-4.42 |
| Rho: |
-0.35 |
Quote data
| Open: |
1.65 |
| High: |
1.65 |
| Low: |
1.65 |
| Previous Close: |
1.26 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+58.65% |
| 1 Month |
|
|
-32.10% |
| 3 Months |
|
|
-50.60% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.26 |
0.95 |
| 1M High / 1M Low: |
3.37 |
0.95 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
260.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
