JP Morgan Call 300 WAT 21.02.2025
/ DE000JT3BMJ5
JP Morgan Call 300 WAT 21.02.2025/ DE000JT3BMJ5 /
06/08/2024 10:27:57 |
Chg.- |
Bid10:09:14 |
Ask10:09:14 |
Underlying |
Strike price |
Expiration date |
Option type |
6.38EUR |
- |
6.45 Bid Size: 250 |
8.45 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: |
3.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.34 |
Intrinsic value: |
2.83 |
Implied volatility: |
0.70 |
Historic volatility: |
0.27 |
Parity: |
2.83 |
Time value: |
4.79 |
Break-even: |
350.73 |
Moneyness: |
1.10 |
Premium: |
0.16 |
Premium p.a.: |
0.31 |
Spread abs.: |
1.83 |
Spread %: |
31.65% |
Delta: |
0.69 |
Theta: |
-0.15 |
Omega: |
2.73 |
Rho: |
0.71 |
Quote data
Open: |
6.38 |
High: |
6.38 |
Low: |
6.38 |
Previous Close: |
6.88 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.57% |
1 Month |
|
|
+66.15% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.49 |
6.16 |
1M High / 1M Low: |
7.49 |
3.57 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.71 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
5.10 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
131.99% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |