JP Morgan Call 310 WAT 20.09.2024
/ DE000JT5CJY3
JP Morgan Call 310 WAT 20.09.2024/ DE000JT5CJY3 /
| 2024-08-07 8:53:37 AM |
Chg.-0.07 |
Bid9:00:02 PM |
Ask9:00:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.39EUR |
-2.02% |
2.85
Bid Size: 5,000 |
3.15
Ask Size: 5,000 |
Waters Corp |
310.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
JT5CJY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
310.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-07-23 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.40 |
| Intrinsic value: |
1.91 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.27 |
| Parity: |
1.91 |
| Time value: |
2.06 |
| Break-even: |
323.43 |
| Moneyness: |
1.07 |
| Premium: |
0.07 |
| Premium p.a.: |
0.73 |
| Spread abs.: |
0.70 |
| Spread %: |
21.41% |
| Delta: |
0.66 |
| Theta: |
-0.32 |
| Omega: |
5.02 |
| Rho: |
0.19 |
Quote data
| Open: |
3.39 |
| High: |
3.39 |
| Low: |
3.39 |
| Previous Close: |
3.46 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.92% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.66 |
3.46 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.00 |
| 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: |
|
- |
