JP Morgan Put 340 WAT 21.02.2025
/ DE000JT54AH8
JP Morgan Put 340 WAT 21.02.2025/ DE000JT54AH8 /
9/12/2024 10:54:58 AM |
Chg.+0.02 |
Bid5:56:24 PM |
Ask5:56:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.13EUR |
+0.49% |
4.46 Bid Size: 5,000 |
5.16 Ask Size: 5,000 |
Waters Corp |
340.00 USD |
2/21/2025 |
Put |
Master data
WKN: |
JT54AH |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Waters Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
340.00 USD |
Maturity: |
2/21/2025 |
Issue date: |
8/2/2024 |
Last trading day: |
2/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-5.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.52 |
Intrinsic value: |
1.21 |
Implied volatility: |
0.66 |
Historic volatility: |
0.27 |
Parity: |
1.21 |
Time value: |
4.37 |
Break-even: |
253.03 |
Moneyness: |
1.04 |
Premium: |
0.15 |
Premium p.a.: |
0.36 |
Spread abs.: |
1.82 |
Spread %: |
48.31% |
Delta: |
-0.44 |
Theta: |
-0.14 |
Omega: |
-2.32 |
Rho: |
-0.82 |
Quote data
Open: |
4.13 |
High: |
4.13 |
Low: |
4.13 |
Previous Close: |
4.11 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.56% |
1 Month |
|
|
-4.40% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.11 |
3.94 |
1M High / 1M Low: |
4.32 |
3.42 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.01 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.83 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
60.72% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |