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 |
Bid8:51:01 PM |
Ask8:51:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.140EUR |
+20.00% |
1.100 Bid Size: 5,000 |
1.600 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: |
|
- |