JP Morgan Put 340 WAT 21.02.2025
/ DE000JT54AH8
JP Morgan Put 340 WAT 21.02.2025/ DE000JT54AH8 /
| 11/18/2024 11:03:00 AM |
Chg.+0.42 |
Bid5:07:02 PM |
Ask5:07:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.04EUR |
+25.93% |
2.14
Bid Size: 5,000 |
2.64
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: |
-11.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.30 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.32 |
| Parity: |
-1.75 |
| Time value: |
2.85 |
| Break-even: |
294.22 |
| Moneyness: |
0.95 |
| Premium: |
0.14 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.95 |
| Spread %: |
50.00% |
| Delta: |
-0.36 |
| Theta: |
-0.18 |
| Omega: |
-4.31 |
| Rho: |
-0.39 |
Quote data
| Open: |
2.04 |
| High: |
2.04 |
| Low: |
2.04 |
| Previous Close: |
1.62 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+53.38% |
| 1 Month |
|
|
-28.17% |
| 3 Months |
|
|
-46.03% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.62 |
1.21 |
| 1M High / 1M Low: |
3.84 |
1.21 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.39 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
251.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
