JP Morgan Call 310 WAT 20.09.2024
/ DE000JT5CJY3
JP Morgan Call 310 WAT 20.09.2024/ DE000JT5CJY3 /
| 12/09/2024 09:04:59 |
Chg.-0.02 |
Bid14:30:22 |
Ask14:30:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.92EUR |
-1.03% |
1.94
Bid Size: 250 |
2.94
Ask Size: 250 |
Waters Corp |
310.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
23/07/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.59 |
| Intrinsic value: |
1.52 |
| Implied volatility: |
1.23 |
| Historic volatility: |
0.27 |
| Parity: |
1.52 |
| Time value: |
1.43 |
| Break-even: |
311.05 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
7.57 |
| Spread abs.: |
1.00 |
| Spread %: |
51.28% |
| Delta: |
0.65 |
| Theta: |
-1.26 |
| Omega: |
6.54 |
| Rho: |
0.04 |
Quote data
| Open: |
1.92 |
| High: |
1.92 |
| Low: |
1.92 |
| Previous Close: |
1.94 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.00% |
| 1 Month |
|
|
-40.37% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.40 |
1.94 |
| 1M High / 1M Low: |
3.54 |
1.94 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
