JP Morgan Call 340 WAT 18.10.2024
/ DE000JT8P7N8
JP Morgan Call 340 WAT 18.10.2024/ DE000JT8P7N8 /
14/10/2024 10:54:27 |
Chg.+0.30 |
Bid20:06:13 |
Ask20:06:13 |
Underlying |
Strike price |
Expiration date |
Option type |
1.80EUR |
+20.00% |
1.71 Bid Size: 2,000 |
2.41 Ask Size: 2,000 |
Waters Corp |
340.00 USD |
18/10/2024 |
Call |
Master data
WKN: |
JT8P7N |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Waters Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
340.00 USD |
Maturity: |
18/10/2024 |
Issue date: |
22/08/2024 |
Last trading day: |
17/10/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
11.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.67 |
Intrinsic value: |
1.65 |
Implied volatility: |
1.46 |
Historic volatility: |
0.27 |
Parity: |
1.65 |
Time value: |
1.23 |
Break-even: |
340.06 |
Moneyness: |
1.05 |
Premium: |
0.04 |
Premium p.a.: |
28.23 |
Spread abs.: |
1.00 |
Spread %: |
53.19% |
Delta: |
0.66 |
Theta: |
-2.30 |
Omega: |
7.53 |
Rho: |
0.02 |
Quote data
Open: |
1.80 |
High: |
1.80 |
Low: |
1.80 |
Previous Close: |
1.50 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+6.51% |
1 Month |
|
|
+80.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.00 |
1.50 |
1M High / 1M Low: |
2.33 |
1.07 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.76 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.68 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
305.76% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |