JP Morgan Call 320 WAT 21.02.2025
/ DE000JT3BML1
JP Morgan Call 320 WAT 21.02.2025/ DE000JT3BML1 /
9/12/2024 10:29:10 AM |
Chg.+0.03 |
Bid2:01:55 PM |
Ask2:01:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.53EUR |
+0.67% |
4.55 Bid Size: 250 |
6.55 Ask Size: 250 |
Waters Corp |
320.00 USD |
2/21/2025 |
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: |
2/21/2025 |
Issue date: |
6/27/2024 |
Last trading day: |
2/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.53 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.64 |
Intrinsic value: |
0.61 |
Implied volatility: |
0.78 |
Historic volatility: |
0.27 |
Parity: |
0.61 |
Time value: |
5.94 |
Break-even: |
356.14 |
Moneyness: |
1.02 |
Premium: |
0.20 |
Premium p.a.: |
0.51 |
Spread abs.: |
2.00 |
Spread %: |
43.96% |
Delta: |
0.63 |
Theta: |
-0.19 |
Omega: |
2.85 |
Rho: |
0.54 |
Quote data
Open: |
4.53 |
High: |
4.53 |
Low: |
4.53 |
Previous Close: |
4.50 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.02% |
1 Month |
|
|
-15.17% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.82 |
4.50 |
1M High / 1M Low: |
5.60 |
4.50 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.70 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
5.20 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
61.94% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |