JP Morgan Call 390 WAT 20.09.2024
/ DE000JT5TPK3
JP Morgan Call 390 WAT 20.09.2024/ DE000JT5TPK3 /
| 8/6/2024 12:42:43 PM |
Chg.- |
Bid10:46:44 AM |
Ask10:46:44 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
- |
0.490
Bid Size: 250 |
1.490
Ask Size: 250 |
Waters Corp |
390.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
JT5TPK |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
390.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
7/29/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
22.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.27 |
| Parity: |
-5.41 |
| Time value: |
1.33 |
| Break-even: |
370.22 |
| Moneyness: |
0.85 |
| Premium: |
0.22 |
| Premium p.a.: |
4.29 |
| Spread abs.: |
0.92 |
| Spread %: |
222.22% |
| Delta: |
0.31 |
| Theta: |
-0.31 |
| Omega: |
7.00 |
| Rho: |
0.10 |
Quote data
| Open: |
0.440 |
| High: |
0.440 |
| Low: |
0.440 |
| Previous Close: |
0.640 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.00% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.440 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.542 |
| 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: |
|
- |
