JP Morgan Call 280 WAT 21.02.2025
/ DE000JT46DM8
JP Morgan Call 280 WAT 21.02.2025/ DE000JT46DM8 /
12/09/2024 09:39:27 |
Chg.+0.08 |
Bid15:06:25 |
Ask15:06:25 |
Underlying |
Strike price |
Expiration date |
Option type |
6.69EUR |
+1.21% |
6.64 Bid Size: 250 |
8.64 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: |
3.77 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.08 |
Intrinsic value: |
4.24 |
Implied volatility: |
0.73 |
Historic volatility: |
0.27 |
Parity: |
4.24 |
Time value: |
3.62 |
Break-even: |
332.96 |
Moneyness: |
1.17 |
Premium: |
0.12 |
Premium p.a.: |
0.30 |
Spread abs.: |
1.82 |
Spread %: |
30.03% |
Delta: |
0.72 |
Theta: |
-0.16 |
Omega: |
2.73 |
Rho: |
0.60 |
Quote data
Open: |
6.69 |
High: |
6.69 |
Low: |
6.69 |
Previous Close: |
6.61 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.02% |
1 Month |
|
|
-10.80% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.97 |
6.61 |
1M High / 1M Low: |
7.91 |
6.61 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.84 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
7.43 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
52.79% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |