JP Morgan Call 400 WAT 21.02.2025
/ DE000JT3BMU2
JP Morgan Call 400 WAT 21.02.2025/ DE000JT3BMU2 /
10/14/2024 10:39:54 AM |
Chg.+0.19 |
Bid6:47:10 PM |
Ask6:47:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.29EUR |
+9.05% |
2.25 Bid Size: 5,000 |
2.95 Ask Size: 5,000 |
Waters Corp |
400.00 USD |
2/21/2025 |
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: |
2/21/2025 |
Issue date: |
6/27/2024 |
Last trading day: |
2/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.89 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.72 |
Historic volatility: |
0.27 |
Parity: |
-3.85 |
Time value: |
4.32 |
Break-even: |
409.39 |
Moneyness: |
0.89 |
Premium: |
0.25 |
Premium p.a.: |
0.87 |
Spread abs.: |
2.00 |
Spread %: |
86.21% |
Delta: |
0.49 |
Theta: |
-0.23 |
Omega: |
3.75 |
Rho: |
0.42 |
Quote data
Open: |
2.29 |
High: |
2.29 |
Low: |
2.29 |
Previous Close: |
2.10 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.57% |
1 Month |
|
|
+61.27% |
3 Months |
|
|
+57.93% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.45 |
2.10 |
1M High / 1M Low: |
2.58 |
1.52 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.25 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.08 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
163.99% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |