JP Morgan Call 350 WAT 18.10.2024
/ DE000JT8P7Q1
JP Morgan Call 350 WAT 18.10.2024/ DE000JT8P7Q1 /
| 10/14/2024 10:54:27 AM |
Chg.+0.190 |
Bid9:23:41 PM |
Ask9:23:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.140EUR |
+20.00% |
1.110
Bid Size: 5,000 |
1.610
Ask Size: 5,000 |
Waters Corp |
350.00 USD |
10/18/2024 |
Call |
Master data
| WKN: |
JT8P7Q |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 USD |
| Maturity: |
10/18/2024 |
| Issue date: |
8/22/2024 |
| Last trading day: |
10/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.73 |
| Implied volatility: |
1.36 |
| Historic volatility: |
0.27 |
| Parity: |
0.73 |
| Time value: |
1.50 |
| Break-even: |
342.72 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
58.43 |
| Spread abs.: |
1.00 |
| Spread %: |
81.30% |
| Delta: |
0.59 |
| Theta: |
-2.28 |
| Omega: |
8.70 |
| Rho: |
0.02 |
Quote data
| Open: |
1.140 |
| High: |
1.140 |
| Low: |
1.140 |
| Previous Close: |
0.950 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.87% |
| 1 Month |
|
|
+67.65% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.400 |
0.950 |
| 1M High / 1M Low: |
1.780 |
0.740 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.192 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.202 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
376.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
