JP Morgan Call 350 WAT 16.08.2024
/ DE000JT4BY50
JP Morgan Call 350 WAT 16.08.2024/ DE000JT4BY50 /
05/08/2024 10:38:58 |
Chg.- |
Bid08:07:20 |
Ask08:07:20 |
Underlying |
Strike price |
Expiration date |
Option type |
0.870EUR |
- |
0.540 Bid Size: 250 |
- Ask Size: - |
Waters Corp |
350.00 USD |
16/08/2024 |
Call |
Master data
WKN: |
JT4BY5 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Waters Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
350.00 USD |
Maturity: |
16/08/2024 |
Issue date: |
18/07/2024 |
Last trading day: |
15/08/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
21.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.07 |
Historic volatility: |
0.27 |
Parity: |
-1.93 |
Time value: |
1.37 |
Break-even: |
333.31 |
Moneyness: |
0.94 |
Premium: |
0.11 |
Premium p.a.: |
44.11 |
Spread abs.: |
0.91 |
Spread %: |
200.00% |
Delta: |
0.40 |
Theta: |
-1.04 |
Omega: |
8.74 |
Rho: |
0.03 |
Quote data
Open: |
0.870 |
High: |
0.870 |
Low: |
0.870 |
Previous Close: |
1.230 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.82% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.230 |
0.730 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.915 |
Avg. volume 1W: |
|
0.000 |
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: |
|
- |