JP Morgan Call 390 WAT 15.11.2024
/ DE000JT40TH7
JP Morgan Call 390 WAT 15.11.2024/ DE000JT40TH7 /
2024-09-12 11:20:32 AM |
Chg.0.000 |
Bid7:00:33 PM |
Ask7:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.650EUR |
0.00% |
0.540 Bid Size: 3,000 |
1.040 Ask Size: 3,000 |
Waters Corp |
390.00 USD |
2024-11-15 |
Call |
Master data
WKN: |
JT40TH |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Waters Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
390.00 USD |
Maturity: |
2024-11-15 |
Issue date: |
2024-07-12 |
Last trading day: |
2024-11-14 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
19.80 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.67 |
Historic volatility: |
0.27 |
Parity: |
-5.75 |
Time value: |
1.50 |
Break-even: |
369.20 |
Moneyness: |
0.84 |
Premium: |
0.24 |
Premium p.a.: |
2.48 |
Spread abs.: |
0.91 |
Spread %: |
153.85% |
Delta: |
0.32 |
Theta: |
-0.24 |
Omega: |
6.33 |
Rho: |
0.14 |
Quote data
Open: |
0.650 |
High: |
0.650 |
Low: |
0.650 |
Previous Close: |
0.650 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-19.75% |
1 Month |
|
|
-48.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.810 |
0.650 |
1M High / 1M Low: |
1.350 |
0.650 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.756 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.061 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
174.72% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |