JP Morgan Call 350 WAT 21.02.2025
/ DE000JT3BMP2
JP Morgan Call 350 WAT 21.02.2025/ DE000JT3BMP2 /
| 2024-11-18 10:18:36 AM |
Chg.-1.10 |
Bid7:01:59 PM |
Ask7:01:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.64EUR |
-23.21% |
3.42
Bid Size: 5,000 |
3.92
Ask Size: 5,000 |
Waters Corp |
350.00 USD |
2025-02-21 |
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: |
2025-02-21 |
| Issue date: |
2024-06-27 |
| Last trading day: |
2025-02-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.77 |
| Intrinsic value: |
0.80 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.32 |
| Parity: |
0.80 |
| Time value: |
3.94 |
| Break-even: |
379.59 |
| Moneyness: |
1.02 |
| Premium: |
0.12 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
1.00 |
| Spread %: |
26.74% |
| Delta: |
0.60 |
| Theta: |
-0.23 |
| Omega: |
4.32 |
| Rho: |
0.41 |
Quote data
| Open: |
3.64 |
| High: |
3.64 |
| Low: |
3.64 |
| Previous Close: |
4.74 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.32% |
| 1 Month |
|
|
-12.08% |
| 3 Months |
|
|
-12.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.70 |
4.74 |
| 1M High / 1M Low: |
6.43 |
2.39 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.17 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
495.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
