JP Morgan Call 340 WAT 20.09.2024
/ DE000JT5CK13
JP Morgan Call 340 WAT 20.09.2024/ DE000JT5CK13 /
12/09/2024 09:04:59 |
Chg.-0.010 |
Bid18:03:49 |
Ask18:03:49 |
Underlying |
Strike price |
Expiration date |
Option type |
0.420EUR |
-2.33% |
0.180 Bid Size: 3,000 |
0.680 Ask Size: 3,000 |
Waters Corp |
340.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
JT5CK1 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Waters Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
340.00 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: |
28.41 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.88 |
Historic volatility: |
0.27 |
Parity: |
-1.21 |
Time value: |
1.04 |
Break-even: |
319.25 |
Moneyness: |
0.96 |
Premium: |
0.08 |
Premium p.a.: |
27.05 |
Spread abs.: |
0.64 |
Spread %: |
155.56% |
Delta: |
0.41 |
Theta: |
-0.94 |
Omega: |
11.55 |
Rho: |
0.02 |
Quote data
Open: |
0.420 |
High: |
0.420 |
Low: |
0.420 |
Previous Close: |
0.430 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-46.84% |
1 Month |
|
|
-74.39% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.790 |
0.430 |
1M High / 1M Low: |
1.820 |
0.430 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.646 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.324 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
215.45% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |