JP Morgan Call 330 WAT 21.02.2025
/ DE000JT3BMM9
JP Morgan Call 330 WAT 21.02.2025/ DE000JT3BMM9 /
14/10/2024 10:39:54 |
Chg.+0.31 |
Bid19:52:49 |
Ask19:52:49 |
Underlying |
Strike price |
Expiration date |
Option type |
5.39EUR |
+6.10% |
5.30 Bid Size: 5,000 |
6.00 Ask Size: 5,000 |
Waters Corp |
330.00 USD |
21/02/2025 |
Call |
Master data
WKN: |
JT3BMM |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Waters Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
330.00 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: |
4.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.77 |
Intrinsic value: |
2.56 |
Implied volatility: |
0.71 |
Historic volatility: |
0.27 |
Parity: |
2.56 |
Time value: |
4.24 |
Break-even: |
370.13 |
Moneyness: |
1.08 |
Premium: |
0.13 |
Premium p.a.: |
0.41 |
Spread abs.: |
1.83 |
Spread %: |
36.83% |
Delta: |
0.67 |
Theta: |
-0.21 |
Omega: |
3.21 |
Rho: |
0.54 |
Quote data
Open: |
5.39 |
High: |
5.39 |
Low: |
5.39 |
Previous Close: |
5.08 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.07% |
1 Month |
|
|
+44.89% |
3 Months |
|
|
+54.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.53 |
5.08 |
1M High / 1M Low: |
5.54 |
3.87 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.25 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.84 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
101.28% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |