JP Morgan Call 400 WAT 21.02.2025
/ DE000JT3BMU2
JP Morgan Call 400 WAT 21.02.2025/ DE000JT3BMU2 /
12/09/2024 10:29:10 |
Chg.+0.01 |
Bid17:11:15 |
Ask17:11:15 |
Underlying |
Strike price |
Expiration date |
Option type |
1.63EUR |
+0.62% |
1.27 Bid Size: 5,000 |
2.27 Ask Size: 5,000 |
Waters Corp |
400.00 USD |
21/02/2025 |
Call |
Master data
WKN: |
JT3BMU |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Waters Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
400.00 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: |
8.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.44 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.68 |
Historic volatility: |
0.27 |
Parity: |
-6.65 |
Time value: |
3.32 |
Break-even: |
396.45 |
Moneyness: |
0.82 |
Premium: |
0.34 |
Premium p.a.: |
0.92 |
Spread abs.: |
1.82 |
Spread %: |
121.21% |
Delta: |
0.43 |
Theta: |
-0.17 |
Omega: |
3.82 |
Rho: |
0.42 |
Quote data
Open: |
1.63 |
High: |
1.63 |
Low: |
1.63 |
Previous Close: |
1.62 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-11.41% |
1 Month |
|
|
-27.23% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.84 |
1.62 |
1M High / 1M Low: |
2.39 |
1.62 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.75 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.10 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
99.77% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |