JP Morgan Call 290 WAT 21.02.2025
/ DE000JT2XB38
JP Morgan Call 290 WAT 21.02.2025/ DE000JT2XB38 /
7/11/2024 10:36:01 AM |
Chg.+0.30 |
Bid7:09:40 PM |
Ask7:09:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.28EUR |
+7.54% |
5.03 Bid Size: 5,000 |
6.03 Ask Size: 5,000 |
Waters Corp |
290.00 USD |
2/21/2025 |
Call |
Master data
WKN: |
JT2XB3 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Waters Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
290.00 USD |
Maturity: |
2/21/2025 |
Issue date: |
6/27/2024 |
Last trading day: |
2/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.43 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.74 |
Historic volatility: |
0.27 |
Parity: |
-0.16 |
Time value: |
6.29 |
Break-even: |
330.59 |
Moneyness: |
0.99 |
Premium: |
0.24 |
Premium p.a.: |
0.42 |
Spread abs.: |
2.00 |
Spread %: |
46.62% |
Delta: |
0.63 |
Theta: |
-0.14 |
Omega: |
2.65 |
Rho: |
0.64 |
Quote data
Open: |
4.28 |
High: |
4.28 |
Low: |
4.28 |
Previous Close: |
3.98 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-0.70% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.31 |
3.98 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.17 |
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: |
|
- |