JP Morgan Call 330 WAT 20.09.2024
/ DE000JT5CK05
JP Morgan Call 330 WAT 20.09.2024/ DE000JT5CK05 /
9/12/2024 9:04:59 AM |
Chg.-0.010 |
Bid5:06:30 PM |
Ask5:06:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.800EUR |
-1.23% |
0.380 Bid Size: 5,000 |
0.880 Ask Size: 5,000 |
Waters Corp |
330.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
JT5CK0 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Waters Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
330.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
7/23/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
19.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.35 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.95 |
Historic volatility: |
0.27 |
Parity: |
-0.30 |
Time value: |
1.53 |
Break-even: |
315.02 |
Moneyness: |
0.99 |
Premium: |
0.06 |
Premium p.a.: |
14.27 |
Spread abs.: |
0.70 |
Spread %: |
84.34% |
Delta: |
0.50 |
Theta: |
-1.05 |
Omega: |
9.73 |
Rho: |
0.03 |
Quote data
Open: |
0.800 |
High: |
0.800 |
Low: |
0.800 |
Previous Close: |
0.810 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-34.96% |
1 Month |
|
|
-61.90% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.230 |
0.810 |
1M High / 1M Low: |
2.310 |
0.810 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.068 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.812 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
180.45% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |