JP Morgan Call 340 WAT 21.02.2025
/ DE000JT3BMN7
JP Morgan Call 340 WAT 21.02.2025/ DE000JT3BMN7 /
| 8/7/2024 10:23:07 AM |
Chg.+0.02 |
Bid7:05:01 PM |
Ask7:05:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.52EUR |
+0.44% |
4.10
Bid Size: 5,000 |
5.10
Ask Size: 5,000 |
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: |
5.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.31 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.27 |
| Parity: |
-0.83 |
| Time value: |
5.87 |
| Break-even: |
369.86 |
| Moneyness: |
0.97 |
| Premium: |
0.22 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
1.83 |
| Spread %: |
45.35% |
| Delta: |
0.59 |
| Theta: |
-0.16 |
| Omega: |
3.06 |
| Rho: |
0.65 |
Quote data
| Open: |
4.52 |
| High: |
4.52 |
| Low: |
4.52 |
| Previous Close: |
4.50 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.39% |
| 1 Month |
|
|
+88.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.54 |
4.33 |
| 1M High / 1M Low: |
5.54 |
2.17 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.79 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
188.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
