JP Morgan Call 350 WAT 16.05.2025
/ DE000JV1XPQ7
JP Morgan Call 350 WAT 16.05.2025/ DE000JV1XPQ7 /
| 2024-10-14 9:07:44 AM |
Chg.+0.23 |
Bid2:00:00 PM |
Ask2:00:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.45EUR |
+4.41% |
5.44
Bid Size: 250 |
7.44
Ask Size: 250 |
Waters Corp |
350.00 USD |
2025-05-16 |
Call |
Master data
| WKN: |
JV1XPQ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 USD |
| Maturity: |
2025-05-16 |
| Issue date: |
2024-09-24 |
| Last trading day: |
2025-05-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.34 |
| Intrinsic value: |
0.73 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.27 |
| Parity: |
0.73 |
| Time value: |
6.12 |
| Break-even: |
388.90 |
| Moneyness: |
1.02 |
| Premium: |
0.19 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
1.83 |
| Spread %: |
36.50% |
| Delta: |
0.63 |
| Theta: |
-0.15 |
| Omega: |
3.01 |
| Rho: |
0.81 |
Quote data
| Open: |
5.45 |
| High: |
5.45 |
| Low: |
5.45 |
| Previous Close: |
5.22 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.61% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.59 |
5.22 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
