JP Morgan Call 280 WAT 21.02.2025
/ DE000JT46DM8
JP Morgan Call 280 WAT 21.02.2025/ DE000JT46DM8 /
| 06/08/2024 09:27:29 |
Chg.- |
Bid09:06:03 |
Ask09:06:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.47EUR |
- |
7.56
Bid Size: 250 |
9.56
Ask Size: 250 |
Waters Corp |
280.00 USD |
21/02/2025 |
Call |
Master data
| WKN: |
JT46DM |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 USD |
| Maturity: |
21/02/2025 |
| Issue date: |
03/07/2024 |
| Last trading day: |
20/02/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.51 |
| Intrinsic value: |
4.46 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.27 |
| Parity: |
4.46 |
| Time value: |
4.07 |
| Break-even: |
340.98 |
| Moneyness: |
1.17 |
| Premium: |
0.14 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
1.83 |
| Spread %: |
27.25% |
| Delta: |
0.73 |
| Theta: |
-0.15 |
| Omega: |
2.56 |
| Rho: |
0.73 |
Quote data
| Open: |
7.47 |
| High: |
7.47 |
| Low: |
7.47 |
| Previous Close: |
8.07 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.73% |
| 1 Month |
|
|
+58.60% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.86 |
7.47 |
| 1M High / 1M Low: |
8.86 |
4.41 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
