JP Morgan Put 120 AWK 21.03.2025
/ DE000JT8NF06
JP Morgan Put 120 AWK 21.03.2025/ DE000JT8NF06 /
| 1/24/2025 8:48:43 AM |
Chg.-0.020 |
Bid1/24/2025 |
Ask1/24/2025 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
-6.25% |
0.300
Bid Size: 5,000 |
0.350
Ask Size: 5,000 |
American Water Works |
120.00 USD |
3/21/2025 |
Put |
Master data
| WKN: |
JT8NF0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
American Water Works |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
8/20/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-32.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.19 |
| Parity: |
-0.16 |
| Time value: |
0.36 |
| Break-even: |
111.74 |
| Moneyness: |
0.99 |
| Premium: |
0.04 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.05 |
| Spread %: |
15.63% |
| Delta: |
-0.41 |
| Theta: |
-0.04 |
| Omega: |
-13.39 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.300 |
| Previous Close: |
0.320 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+50.00% |
| 1 Month |
|
|
+3.45% |
| 3 Months |
|
|
+87.50% |
| YTD |
|
|
+3.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.130 |
| 1M High / 1M Low: |
0.420 |
0.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/13/2025 |
0.420 |
| Low (YTD): |
1/21/2025 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.192 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.288 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
447.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |