JP Morgan Call 320 WAT 21.02.2025
/ DE000JT3BML1
JP Morgan Call 320 WAT 21.02.2025/ DE000JT3BML1 /
| 2024-11-18 10:18:36 AM |
Chg.-1.30 |
Bid6:56:07 PM |
Ask6:56:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.34EUR |
-19.58% |
5.06
Bid Size: 5,000 |
5.76
Ask Size: 5,000 |
Waters Corp |
320.00 USD |
2025-02-21 |
Call |
Master data
| WKN: |
JT3BML |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 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: |
5.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.59 |
| Intrinsic value: |
3.65 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.32 |
| Parity: |
3.65 |
| Time value: |
2.49 |
| Break-even: |
365.12 |
| Moneyness: |
1.12 |
| Premium: |
0.07 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.95 |
| Spread %: |
18.28% |
| Delta: |
0.71 |
| Theta: |
-0.20 |
| Omega: |
3.93 |
| Rho: |
0.47 |
Quote data
| Open: |
5.34 |
| High: |
5.34 |
| Low: |
5.34 |
| Previous Close: |
6.64 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.65% |
| 1 Month |
|
|
-6.81% |
| 3 Months |
|
|
-4.47% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.76 |
6.64 |
| 1M High / 1M Low: |
8.46 |
3.67 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
384.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
