JP Morgan Call 410 WAT 21.02.2025/  DE000JT4T266  /

EUWAX
7/11/2024  8:37:10 AM Chg.+0.120 Bid9:05:50 PM Ask9:05:50 PM Underlying Strike price Expiration date Option type
0.840EUR +16.67% 1.150
Bid Size: 3,000
3.150
Ask Size: 3,000
Waters Corp 410.00 USD 2/21/2025 Call
 

Master data

WKN: JT4T26
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Waters Corp
Type: Warrant
Option type: Call
Strike price: 410.00 USD
Maturity: 2/21/2025
Issue date: 7/2/2024
Last trading day: 2/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.55
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 1.07
Historic volatility: 0.27
Parity: -11.23
Time value: 5.85
Break-even: 436.96
Moneyness: 0.70
Premium: 0.64
Premium p.a.: 1.24
Spread abs.: 5.00
Spread %: 588.24%
Delta: 0.51
Theta: -0.20
Omega: 2.32
Rho: 0.48
 

Quote data

Open: 0.840
High: 0.840
Low: 0.840
Previous Close: 0.720
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.33%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.860 0.720
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.802
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:   -