JP Morgan Call 290 WAT 21.02.2025
/ DE000JT2XB38
JP Morgan Call 290 WAT 21.02.2025/ DE000JT2XB38 /
| 2024-08-07 10:22:57 AM |
Chg.+0.09 |
Bid3:41:44 PM |
Ask3:41:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.00EUR |
+1.30% |
6.95
Bid Size: 500 |
8.95
Ask Size: 500 |
Waters Corp |
290.00 USD |
2025-02-21 |
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: |
2025-02-21 |
| Issue date: |
2024-06-27 |
| Last trading day: |
2025-02-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.98 |
| Intrinsic value: |
3.74 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.27 |
| Parity: |
3.74 |
| Time value: |
4.37 |
| Break-even: |
346.52 |
| Moneyness: |
1.14 |
| Premium: |
0.14 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
1.83 |
| Spread %: |
29.15% |
| Delta: |
0.71 |
| Theta: |
-0.15 |
| Omega: |
2.65 |
| Rho: |
0.73 |
Quote data
| Open: |
7.00 |
| High: |
7.00 |
| Low: |
7.00 |
| Previous Close: |
6.91 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.63% |
| 1 Month |
|
|
+64.32% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.08 |
6.69 |
| 1M High / 1M Low: |
8.08 |
3.98 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
