JP Morgan Put 135 AWK 21.03.2025
/ DE000JT8NF30
JP Morgan Put 135 AWK 21.03.2025/ DE000JT8NF30 /
| 1/23/2025 8:44:04 AM |
Chg.+0.42 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.36EUR |
+44.68% |
-
Bid Size: - |
-
Ask Size: - |
American Water Works |
135.00 USD |
3/21/2025 |
Put |
Master data
| WKN: |
JT8NF3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
American Water Works |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
135.00 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: |
-8.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.28 |
| Intrinsic value: |
1.28 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.19 |
| Parity: |
1.28 |
| Time value: |
0.09 |
| Break-even: |
115.97 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.08 |
| Spread %: |
5.93% |
| Delta: |
-0.79 |
| Theta: |
-0.03 |
| Omega: |
-6.73 |
| Rho: |
-0.17 |
Quote data
| Open: |
1.36 |
| High: |
1.36 |
| Low: |
1.36 |
| Previous Close: |
0.94 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.25% |
| 1 Month |
|
|
+25.93% |
| 3 Months |
|
|
+177.55% |
| YTD |
|
|
+22.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.180 |
0.780 |
| 1M High / 1M Low: |
1.470 |
0.780 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/13/2025 |
1.470 |
| Low (YTD): |
1/21/2025 |
0.780 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.946 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.163 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |