JP Morgan Call 360 WAT 21.02.2025
/ DE000JT3BMQ0
JP Morgan Call 360 WAT 21.02.2025/ DE000JT3BMQ0 /
| 07/08/2024 10:23:07 |
Chg.0.00 |
Bid11:00:56 |
Ask11:00:56 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.71EUR |
0.00% |
3.72
Bid Size: 250 |
5.72
Ask Size: 250 |
Waters Corp |
360.00 USD |
21/02/2025 |
Call |
Master data
| WKN: |
JT3BMQ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
360.00 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: |
5.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.61 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.27 |
| Parity: |
-2.66 |
| Time value: |
5.13 |
| Break-even: |
380.84 |
| Moneyness: |
0.92 |
| Premium: |
0.26 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
1.83 |
| Spread %: |
55.40% |
| Delta: |
0.55 |
| Theta: |
-0.16 |
| Omega: |
3.22 |
| Rho: |
0.62 |
Quote data
| Open: |
3.71 |
| High: |
3.71 |
| Low: |
3.71 |
| Previous Close: |
3.71 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.21% |
| 1 Month |
|
|
+101.63% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.65 |
3.56 |
| 1M High / 1M Low: |
4.65 |
1.64 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.98 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.78 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
198.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
