JP Morgan Call 380 WAT 18.10.2024
/ DE000JT8P7U3
JP Morgan Call 380 WAT 18.10.2024/ DE000JT8P7U3 /
| 2024-10-14 10:54:27 AM |
Chg.+0.022 |
Bid8:03:15 PM |
Ask8:03:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.095EUR |
+30.14% |
0.062
Bid Size: 1,000 |
0.760
Ask Size: 1,000 |
Waters Corp |
380.00 USD |
2024-10-18 |
Call |
Master data
| WKN: |
JT8P7U |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 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: |
29.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.40 |
| Historic volatility: |
0.27 |
| Parity: |
-2.02 |
| Time value: |
1.13 |
| Break-even: |
359.18 |
| Moneyness: |
0.94 |
| Premium: |
0.10 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
1.00 |
| Spread %: |
769.23% |
| Delta: |
0.37 |
| Theta: |
-2.28 |
| Omega: |
10.73 |
| Rho: |
0.01 |
Quote data
| Open: |
0.095 |
| High: |
0.095 |
| Low: |
0.095 |
| Previous Close: |
0.073 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.00% |
| 1 Month |
|
|
-40.63% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.073 |
| 1M High / 1M Low: |
0.590 |
0.073 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.188 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.298 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
730.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
