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JP Morgan Call 360 WAT 18.10.2024/  DE000JT8P7S7  /

EUWAX
2024-09-12  10:38:48 AM Chg.-0.030 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.610EUR -4.69% -
Bid Size: -		 -
Ask Size: -		 Waters Corp 360.00 USD 2024-10-18 Call
 

Master data

WKN: JT8P7S
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Waters Corp
Type: Warrant
Option type: Call
Strike price: 360.00 USD
Maturity: 2024-10-18
Issue date: 2024-08-22
Last trading day: 2024-10-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 20.17
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.69
Historic volatility: 0.27
Parity: -3.02
Time value: 1.47
Break-even: 341.68
Moneyness: 0.91
Premium: 0.15
Premium p.a.: 3.18
Spread abs.: 0.91
Spread %: 161.29%
Delta: 0.37
Theta: -0.35
Omega: 7.52
Rho: 0.09
 

Quote data

Open: 0.610
High: 0.610
Low: 0.610
Previous Close: 0.640
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.68%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.880 0.640
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.778
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:   -