JP Morgan Call 410 WAT 20.12.2024
/ DE000JT4E1E7
JP Morgan Call 410 WAT 20.12.2024/ DE000JT4E1E7 /
| 12/09/2024 11:29:51 |
Chg.0.000 |
Bid18:59:23 |
Ask18:59:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
0.00% |
0.610
Bid Size: 3,000 |
1.310
Ask Size: 3,000 |
Waters Corp |
410.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
JT4E1E |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
410.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
15/07/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.27 |
| Parity: |
-7.56 |
| Time value: |
1.57 |
| Break-even: |
388.09 |
| Moneyness: |
0.80 |
| Premium: |
0.31 |
| Premium p.a.: |
1.69 |
| Spread abs.: |
0.91 |
| Spread %: |
136.99% |
| Delta: |
0.30 |
| Theta: |
-0.18 |
| Omega: |
5.72 |
| Rho: |
0.20 |
Quote data
| Open: |
0.730 |
| High: |
0.730 |
| Low: |
0.730 |
| Previous Close: |
0.730 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.12% |
| 1 Month |
|
|
-40.65% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.730 |
| 1M High / 1M Low: |
1.300 |
0.730 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.820 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.081 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
