JP Morgan Call 410 WAT 21.02.2025
/ DE000JT4T266
JP Morgan Call 410 WAT 21.02.2025/ DE000JT4T266 /
| 07/08/2024 08:31:23 |
Chg.-0.07 |
Bid19:04:08 |
Ask19:04:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.10EUR |
-3.23% |
1.81
Bid Size: 5,000 |
2.81
Ask Size: 5,000 |
Waters Corp |
410.00 USD |
21/02/2025 |
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: |
21/02/2025 |
| Issue date: |
02/07/2024 |
| Last trading day: |
20/02/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.27 |
| Parity: |
-7.24 |
| Time value: |
4.03 |
| Break-even: |
415.56 |
| Moneyness: |
0.81 |
| Premium: |
0.37 |
| Premium p.a.: |
0.79 |
| Spread abs.: |
2.00 |
| Spread %: |
98.52% |
| Delta: |
0.45 |
| Theta: |
-0.17 |
| Omega: |
3.40 |
| Rho: |
0.52 |
Quote data
| Open: |
2.10 |
| High: |
2.10 |
| Low: |
2.10 |
| Previous Close: |
2.17 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.92% |
| 1 Month |
|
|
+147.06% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.82 |
2.17 |
| 1M High / 1M Low: |
2.82 |
0.72 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.48 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.55 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
301.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
