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.- |
Bid10:06:30 |
Ask10:06:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
- |
0.540
Bid Size: 250 |
1.540
Ask Size: 250 |
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: |
21.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.09 |
| Historic volatility: |
0.27 |
| Parity: |
-1.75 |
| Time value: |
1.38 |
| Break-even: |
334.16 |
| Moneyness: |
0.95 |
| Premium: |
0.10 |
| Premium p.a.: |
53.06 |
| Spread abs.: |
0.92 |
| Spread %: |
196.08% |
| Delta: |
0.41 |
| Theta: |
-1.13 |
| Omega: |
8.92 |
| 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: |
|
- |
