JP Morgan Call 300 WAT 21.02.2025
/ DE000JT3BMJ5
JP Morgan Call 300 WAT 21.02.2025/ DE000JT3BMJ5 /
9/12/2024 10:29:10 AM |
Chg.+0.02 |
Bid3:45:45 PM |
Ask3:45:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.52EUR |
+0.36% |
5.20 Bid Size: 5,000 |
5.90 Ask Size: 5,000 |
Waters Corp |
300.00 USD |
2/21/2025 |
Call |
Master data
WKN: |
JT3BMJ |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Waters Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
300.00 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: |
3.94 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.74 |
Intrinsic value: |
2.43 |
Implied volatility: |
0.81 |
Historic volatility: |
0.27 |
Parity: |
2.43 |
Time value: |
5.11 |
Break-even: |
347.87 |
Moneyness: |
1.09 |
Premium: |
0.17 |
Premium p.a.: |
0.43 |
Spread abs.: |
2.00 |
Spread %: |
36.10% |
Delta: |
0.68 |
Theta: |
-0.19 |
Omega: |
2.66 |
Rho: |
0.56 |
Quote data
Open: |
5.52 |
High: |
5.52 |
Low: |
5.52 |
Previous Close: |
5.50 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.32% |
1 Month |
|
|
-13.34% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.83 |
5.50 |
1M High / 1M Low: |
6.68 |
5.50 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.71 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
6.24 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
56.47% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |