JP Morgan Call 390 WAT 15.11.2024
/ DE000JT40TH7
JP Morgan Call 390 WAT 15.11.2024/ DE000JT40TH7 /
| 9/12/2024 11:20:32 AM |
Chg.0.000 |
Bid4:04:28 PM |
Ask4:04:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
0.00% |
0.440
Bid Size: 3,000 |
0.940
Ask Size: 3,000 |
Waters Corp |
390.00 USD |
11/15/2024 |
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: |
11/15/2024 |
| Issue date: |
7/12/2024 |
| Last trading day: |
11/14/2024 |
| 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: |
|
- |
