JP Morgan Call 360 WAT 21.02.2025
/ DE000JT3BMQ0
JP Morgan Call 360 WAT 21.02.2025/ DE000JT3BMQ0 /
| 2024-11-18 10:18:36 AM |
Chg.-1.03 |
Bid6:57:36 PM |
Ask6:57:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.16EUR |
-24.58% |
2.96
Bid Size: 5,000 |
3.46
Ask Size: 5,000 |
Waters Corp |
360.00 USD |
2025-02-21 |
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: |
2025-02-21 |
| Issue date: |
2024-06-27 |
| Last trading day: |
2025-02-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.29 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.32 |
| Parity: |
-0.15 |
| Time value: |
4.04 |
| Break-even: |
382.11 |
| Moneyness: |
1.00 |
| Premium: |
0.12 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.95 |
| Spread %: |
30.67% |
| Delta: |
0.56 |
| Theta: |
-0.22 |
| Omega: |
4.74 |
| Rho: |
0.39 |
Quote data
| Open: |
3.16 |
| High: |
3.16 |
| Low: |
3.16 |
| Previous Close: |
4.19 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.19% |
| 1 Month |
|
|
-14.13% |
| 3 Months |
|
|
-15.96% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.10 |
4.19 |
| 1M High / 1M Low: |
5.83 |
2.04 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.66 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.70 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
542.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
