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JP Morgan Call 360 WAT 16.08.2024/  DE000JT55PT8  /

EUWAX
8/7/2024  10:53:43 AM Chg.+0.040 Bid5:57:02 PM Ask5:57:02 PM Underlying Strike price Expiration date Option type
0.320EUR +14.29% 0.200
Bid Size: 3,000		 0.700
Ask Size: 3,000		 Waters Corp 360.00 USD 8/16/2024 Call
 

Master data

WKN: JT55PT
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Waters Corp
Type: Warrant
Option type: Call
Strike price: 360.00 USD
Maturity: 8/16/2024
Issue date: 8/2/2024
Last trading day: 8/15/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 25.65
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 1.14
Historic volatility: 0.27
Parity: -2.66
Time value: 1.18
Break-even: 341.30
Moneyness: 0.92
Premium: 0.13
Premium p.a.: 0.00
Spread abs.: 0.92
Spread %: 344.83%
Delta: 0.35
Theta: -1.13
Omega: 9.07
Rho: 0.02
 

Quote data

Open: 0.320
High: 0.320
Low: 0.320
Previous Close: 0.280
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     -
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
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1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
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Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -