JP Morgan Call 340 WAT 21.02.2025
/ DE000JT3BMN7
JP Morgan Call 340 WAT 21.02.2025/ DE000JT3BMN7 /
9/12/2024 10:29:10 AM |
Chg.+0.03 |
Bid3:23:02 PM |
Ask3:23:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.64EUR |
+0.83% |
3.63 Bid Size: 250 |
5.63 Ask Size: 250 |
Waters Corp |
340.00 USD |
2/21/2025 |
Call |
Master data
WKN: |
JT3BMN |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Waters Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
340.00 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: |
5.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.79 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.76 |
Historic volatility: |
0.27 |
Parity: |
-1.21 |
Time value: |
5.66 |
Break-even: |
365.40 |
Moneyness: |
0.96 |
Premium: |
0.23 |
Premium p.a.: |
0.60 |
Spread abs.: |
2.00 |
Spread %: |
54.64% |
Delta: |
0.58 |
Theta: |
-0.19 |
Omega: |
3.05 |
Rho: |
0.51 |
Quote data
Open: |
3.64 |
High: |
3.64 |
Low: |
3.64 |
Previous Close: |
3.61 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.14% |
1 Month |
|
|
-17.46% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.92 |
3.61 |
1M High / 1M Low: |
4.65 |
3.61 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.80 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.27 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
69.06% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |