JP Morgan Call 280 WAT 16.08.2024
/ DE000JT5BR90
JP Morgan Call 280 WAT 16.08.2024/ DE000JT5BR90 /
| 7/11/2024 9:40:14 AM |
Chg.+0.29 |
Bid3:07:04 PM |
Ask3:07:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.19EUR |
+15.26% |
2.18
Bid Size: 500 |
2.88
Ask Size: 500 |
Waters Corp |
280.00 USD |
8/16/2024 |
Call |
Master data
| WKN: |
JT5BR9 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
7/3/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.37 |
| Intrinsic value: |
0.77 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.27 |
| Parity: |
0.77 |
| Time value: |
1.92 |
| Break-even: |
285.32 |
| Moneyness: |
1.03 |
| Premium: |
0.07 |
| Premium p.a.: |
1.03 |
| Spread abs.: |
0.65 |
| Spread %: |
31.67% |
| Delta: |
0.60 |
| Theta: |
-0.32 |
| Omega: |
5.97 |
| Rho: |
0.13 |
Quote data
| Open: |
2.19 |
| High: |
2.19 |
| Low: |
2.19 |
| Previous Close: |
1.90 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.95% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.28 |
1.90 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
