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JP Morgan Call 400 WAT 20.09.2024/  DE000JT6QBG5  /

EUWAX
8/7/2024  10:59:21 AM Chg.+0.080 Bid3:03:05 PM Ask3:03:05 PM Underlying Strike price Expiration date Option type
0.360EUR +28.57% 0.360
Bid Size: 250		 1.360
Ask Size: 250		 Waters Corp 400.00 USD 9/20/2024 Call
 

Master data

WKN: JT6QBG
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Waters Corp
Type: Warrant
Option type: Call
Strike price: 400.00 USD
Maturity: 9/20/2024
Issue date: 8/2/2024
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 24.88
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.75
Historic volatility: 0.27
Parity: -6.33
Time value: 1.22
Break-even: 378.28
Moneyness: 0.83
Premium: 0.25
Premium p.a.: 5.33
Spread abs.: 0.92
Spread %: 303.03%
Delta: 0.28
Theta: -0.31
Omega: 7.01
Rho: 0.09
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.280
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

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1 Month     -
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1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
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Avg. price 1M:   -
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Avg. price 6M:   -
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Avg. price 1Y:   -
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Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -