JP Morgan Call 330 WAT 18.10.2024
/ DE000JT715K1
JP Morgan Call 330 WAT 18.10.2024/ DE000JT715K1 /
| 10/14/2024 12:36:55 PM |
Chg.+0.39 |
Bid8:04:15 PM |
Ask8:04:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.59EUR |
+17.73% |
2.49
Bid Size: 1,000 |
-
Ask Size: - |
Waters Corp |
330.00 USD |
10/18/2024 |
Call |
Master data
| WKN: |
JT715K |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
330.00 USD |
| Maturity: |
10/18/2024 |
| Issue date: |
8/26/2024 |
| Last trading day: |
10/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.57 |
| Intrinsic value: |
2.56 |
| Implied volatility: |
0.82 |
| Historic volatility: |
0.27 |
| Parity: |
2.56 |
| Time value: |
0.26 |
| Break-even: |
330.30 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
1.05 |
| Spread abs.: |
0.38 |
| Spread %: |
15.36% |
| Delta: |
0.84 |
| Theta: |
-0.88 |
| Omega: |
9.76 |
| Rho: |
0.03 |
Quote data
| Open: |
2.59 |
| High: |
2.59 |
| Low: |
2.59 |
| Previous Close: |
2.20 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.35% |
| 1 Month |
|
|
+83.69% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.79 |
2.17 |
| 1M High / 1M Low: |
2.92 |
1.47 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
276.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
