JP Morgan Call 310 WAT 21.02.2025
/ DE000JT3BMK3
JP Morgan Call 310 WAT 21.02.2025/ DE000JT3BMK3 /
| 12/09/2024 10:29:10 |
Chg.+0.03 |
Bid15:20:14 |
Ask15:20:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.01EUR |
+0.60% |
5.01
Bid Size: 250 |
7.01
Ask Size: 250 |
Waters Corp |
310.00 USD |
21/02/2025 |
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: |
21/02/2025 |
| Issue date: |
27/06/2024 |
| Last trading day: |
20/02/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.16 |
| Intrinsic value: |
1.52 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.27 |
| Parity: |
1.52 |
| Time value: |
4.87 |
| Break-even: |
345.40 |
| Moneyness: |
1.05 |
| Premium: |
0.16 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
1.82 |
| Spread %: |
39.76% |
| Delta: |
0.65 |
| Theta: |
-0.17 |
| Omega: |
3.01 |
| Rho: |
0.57 |
Quote data
| Open: |
5.01 |
| High: |
5.01 |
| Low: |
5.01 |
| Previous Close: |
4.98 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.65% |
| 1 Month |
|
|
-14.21% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.31 |
4.98 |
| 1M High / 1M Low: |
6.12 |
4.98 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.70 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
59.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
