JP Morgan Call 370 WAT 18.10.2024
/ DE000JT8P7T5
JP Morgan Call 370 WAT 18.10.2024/ DE000JT8P7T5 /
12/09/2024 10:38:48 |
Chg.-0.030 |
Bid20:07:13 |
Ask20:07:13 |
Underlying |
Strike price |
Expiration date |
Option type |
0.390EUR |
-7.14% |
0.290 Bid Size: 3,000 |
0.790 Ask Size: 3,000 |
Waters Corp |
370.00 USD |
18/10/2024 |
Call |
Master data
WKN: |
JT8P7T |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Waters Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
370.00 USD |
Maturity: |
18/10/2024 |
Issue date: |
22/08/2024 |
Last trading day: |
17/10/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
23.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.70 |
Historic volatility: |
0.27 |
Parity: |
-3.93 |
Time value: |
1.27 |
Break-even: |
348.76 |
Moneyness: |
0.88 |
Premium: |
0.18 |
Premium p.a.: |
4.14 |
Spread abs.: |
0.91 |
Spread %: |
250.00% |
Delta: |
0.33 |
Theta: |
-0.34 |
Omega: |
7.72 |
Rho: |
0.08 |
Quote data
Open: |
0.390 |
High: |
0.390 |
Low: |
0.390 |
Previous Close: |
0.420 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-36.07% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.610 |
0.420 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.526 |
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: |
|
- |