JP Morgan Put 380 WAT 21.02.2025
/ DE000JV4EBH0
JP Morgan Put 380 WAT 21.02.2025/ DE000JV4EBH0 /
| 2024-11-18 9:04:32 AM |
Chg.+0.76 |
Bid8:09:18 PM |
Ask8:09:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.97EUR |
+23.68% |
4.07
Bid Size: 5,000 |
4.57
Ask Size: 5,000 |
Waters Corp |
380.00 USD |
2025-02-21 |
Put |
Master data
| WKN: |
JV4EBH |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
380.00 USD |
| Maturity: |
2025-02-21 |
| Issue date: |
2024-11-05 |
| Last trading day: |
2025-02-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.27 |
| Intrinsic value: |
2.04 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.32 |
| Parity: |
2.04 |
| Time value: |
2.63 |
| Break-even: |
313.87 |
| Moneyness: |
1.06 |
| Premium: |
0.08 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.95 |
| Spread %: |
25.45% |
| Delta: |
-0.52 |
| Theta: |
-0.17 |
| Omega: |
-3.79 |
| Rho: |
-0.58 |
Quote data
| Open: |
3.97 |
| High: |
3.97 |
| Low: |
3.97 |
| Previous Close: |
3.21 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.81% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.21 |
2.78 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.93 |
| 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: |
|
- |
