JP Morgan Call 300 WAT 21.02.2025
/ DE000JT3BMJ5
JP Morgan Call 300 WAT 21.02.2025/ DE000JT3BMJ5 /
| 14/10/2024 10:39:52 |
Chg.+0.36 |
Bid15:01:39 |
Ask15:01:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.18EUR |
+5.28% |
7.17
Bid Size: 250 |
9.17
Ask Size: 250 |
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: |
3.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.90 |
| Intrinsic value: |
5.31 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.27 |
| Parity: |
5.31 |
| Time value: |
3.13 |
| Break-even: |
359.05 |
| Moneyness: |
1.19 |
| Premium: |
0.10 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
1.83 |
| Spread %: |
27.70% |
| Delta: |
0.74 |
| Theta: |
-0.19 |
| Omega: |
2.88 |
| Rho: |
0.57 |
Quote data
| Open: |
7.18 |
| High: |
7.18 |
| Low: |
7.18 |
| Previous Close: |
6.82 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.97% |
| 1 Month |
|
|
+40.23% |
| 3 Months |
|
|
+57.46% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.30 |
6.82 |
| 1M High / 1M Low: |
7.30 |
5.30 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.99 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
