JP Morgan Call 300 WAT 21.02.2025
/ DE000JT3BMJ5
JP Morgan Call 300 WAT 21.02.2025/ DE000JT3BMJ5 /
| 18/11/2024 10:18:36 |
Chg.-1.39 |
Bid20:48:44 |
Ask20:48:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.73EUR |
-17.12% |
6.34
Bid Size: 5,000 |
7.04
Ask Size: 5,000 |
Waters Corp |
300.00 USD |
21/02/2025 |
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: |
21/02/2025 |
| Issue date: |
27/06/2024 |
| Last trading day: |
20/02/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.10 |
| Intrinsic value: |
5.55 |
| Implied volatility: |
0.80 |
| Historic volatility: |
0.32 |
| Parity: |
5.55 |
| Time value: |
2.87 |
| Break-even: |
368.92 |
| Moneyness: |
1.19 |
| Premium: |
0.08 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
1.90 |
| Spread %: |
29.11% |
| Delta: |
0.75 |
| Theta: |
-0.25 |
| Omega: |
3.01 |
| Rho: |
0.44 |
Quote data
| Open: |
6.73 |
| High: |
6.73 |
| Low: |
6.73 |
| Previous Close: |
8.12 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.61% |
| 1 Month |
|
|
-3.03% |
| 3 Months |
|
|
+1.05% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.33 |
8.12 |
| 1M High / 1M Low: |
9.98 |
4.70 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.72 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.11 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
329.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
