JP Morgan Call 350 WAT 21.02.2025
/ DE000JT3BMP2
JP Morgan Call 350 WAT 21.02.2025/ DE000JT3BMP2 /
06/08/2024 10:27:57 |
Chg.-0.42 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
4.09EUR |
-9.31% |
- Bid Size: - |
- Ask Size: - |
Waters Corp |
350.00 USD |
21/02/2025 |
Call |
Master data
WKN: |
JT3BMP |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Waters Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
350.00 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: |
5.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.85 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.74 |
Historic volatility: |
0.27 |
Parity: |
-1.93 |
Time value: |
6.00 |
Break-even: |
379.62 |
Moneyness: |
0.94 |
Premium: |
0.26 |
Premium p.a.: |
0.54 |
Spread abs.: |
2.00 |
Spread %: |
50.00% |
Delta: |
0.58 |
Theta: |
-0.17 |
Omega: |
2.89 |
Rho: |
0.62 |
Quote data
Open: |
4.09 |
High: |
4.09 |
Low: |
4.09 |
Previous Close: |
4.51 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.07% |
1 Month |
|
|
+93.84% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.08 |
3.93 |
1M High / 1M Low: |
5.08 |
1.89 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.37 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.11 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
200.37% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |