JP Morgan Call 350 WAT 16.05.2025
/ DE000JV1XPQ7
JP Morgan Call 350 WAT 16.05.2025/ DE000JV1XPQ7 /
10/14/2024 9:07:44 AM |
Chg.+0.23 |
Bid7:53:03 PM |
Ask7:53:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.45EUR |
+4.41% |
5.33 Bid Size: 5,000 |
6.33 Ask Size: 5,000 |
Waters Corp |
350.00 USD |
5/16/2025 |
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: |
5/16/2025 |
Issue date: |
9/24/2024 |
Last trading day: |
5/15/2025 |
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: |
|
- |