JP Morgan Call 280 WAT 19.07.2024
/ DE000JT4MCA0
JP Morgan Call 280 WAT 19.07.2024/ DE000JT4MCA0 /
| 7/11/2024 9:38:34 AM |
Chg.+0.280 |
Bid7:03:48 PM |
Ask7:03:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.220EUR |
+29.79% |
2.030
Bid Size: 3,000 |
2.530
Ask Size: 3,000 |
Waters Corp |
280.00 USD |
7/19/2024 |
Call |
Master data
| WKN: |
JT4MCA |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 USD |
| Maturity: |
7/19/2024 |
| Issue date: |
7/3/2024 |
| Last trading day: |
7/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.77 |
| Implied volatility: |
0.89 |
| Historic volatility: |
0.27 |
| Parity: |
0.77 |
| Time value: |
1.04 |
| Break-even: |
276.55 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
4.77 |
| Spread abs.: |
0.65 |
| Spread %: |
55.56% |
| Delta: |
0.62 |
| Theta: |
-0.85 |
| Omega: |
9.05 |
| Rho: |
0.03 |
Quote data
| Open: |
1.220 |
| High: |
1.220 |
| Low: |
1.220 |
| Previous Close: |
0.940 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.48% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.410 |
0.940 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.202 |
| Avg. volume 1W: |
|
0.000 |
| 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: |
|
- |
