JP Morgan Call 330 WAT 20.09.2024
/ DE000JT5CK05
JP Morgan Call 330 WAT 20.09.2024/ DE000JT5CK05 /
| 8/5/2024 8:44:33 AM |
Chg.- |
Bid10:54:29 AM |
Ask10:54:29 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.96EUR |
- |
2.33
Bid Size: 250 |
3.03
Ask Size: 250 |
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: |
10.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.24 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.27 |
| Parity: |
0.08 |
| Time value: |
2.90 |
| Break-even: |
331.84 |
| Moneyness: |
1.00 |
| Premium: |
0.10 |
| Premium p.a.: |
1.13 |
| Spread abs.: |
0.70 |
| Spread %: |
30.70% |
| Delta: |
0.56 |
| Theta: |
-0.34 |
| Omega: |
5.68 |
| Rho: |
0.17 |
Quote data
| Open: |
2.96 |
| High: |
2.96 |
| Low: |
2.96 |
| Previous Close: |
3.34 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+45.81% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.34 |
2.61 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.97 |
| 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: |
|
- |
