JP Morgan Call 310 WAT 21.02.2025
/ DE000JT3BMK3
JP Morgan Call 310 WAT 21.02.2025/ DE000JT3BMK3 /
| 2024-11-18 10:18:36 AM |
Chg.-1.35 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.01EUR |
-18.34% |
-
Bid Size: - |
-
Ask Size: - |
Waters Corp |
310.00 USD |
2025-02-21 |
Call |
Master data
| WKN: |
JT3BMK |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
310.00 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: |
4.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.32 |
| Intrinsic value: |
4.60 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.32 |
| Parity: |
4.60 |
| Time value: |
2.55 |
| Break-even: |
365.72 |
| Moneyness: |
1.16 |
| Premium: |
0.07 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
1.00 |
| Spread %: |
16.26% |
| Delta: |
0.73 |
| Theta: |
-0.22 |
| Omega: |
3.48 |
| Rho: |
0.46 |
Quote data
| Open: |
6.01 |
| High: |
6.01 |
| Low: |
6.01 |
| Previous Close: |
7.36 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.16% |
| 1 Month |
|
|
-4.91% |
| 3 Months |
|
|
-1.64% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.52 |
7.36 |
| 1M High / 1M Low: |
9.20 |
4.17 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.94 |
| 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: |
|
354.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
