JP Morgan Call 370 WAT 21.02.2025
/ DE000JT3BMR8
JP Morgan Call 370 WAT 21.02.2025/ DE000JT3BMR8 /
9/11/2024 10:31:43 AM |
Chg.- |
Bid9:52:56 AM |
Ask9:52:56 AM |
Underlying |
Strike price |
Expiration date |
Option type |
2.49EUR |
- |
2.53 Bid Size: 250 |
4.53 Ask Size: 250 |
Waters Corp |
370.00 USD |
2/21/2025 |
Call |
Master data
WKN: |
JT3BMR |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Waters Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
370.00 USD |
Maturity: |
2/21/2025 |
Issue date: |
6/27/2024 |
Last trading day: |
2/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.92 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.68 |
Historic volatility: |
0.27 |
Parity: |
-3.93 |
Time value: |
4.11 |
Break-even: |
377.19 |
Moneyness: |
0.88 |
Premium: |
0.27 |
Premium p.a.: |
0.72 |
Spread abs.: |
1.82 |
Spread %: |
79.05% |
Delta: |
0.50 |
Theta: |
-0.18 |
Omega: |
3.58 |
Rho: |
0.47 |
Quote data
Open: |
2.49 |
High: |
2.49 |
Low: |
2.49 |
Previous Close: |
2.72 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-9.78% |
1 Month |
|
|
-22.43% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.76 |
2.49 |
1M High / 1M Low: |
3.41 |
2.49 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.65 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.07 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
82.26% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |