JP Morgan Call 420 WAT 20.12.2024
/ DE000JT4E1F4
JP Morgan Call 420 WAT 20.12.2024/ DE000JT4E1F4 /
| 2024-10-14 2:20:36 PM |
Chg.+0.090 |
Bid4:58:48 PM |
Ask4:58:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
+13.43% |
0.760
Bid Size: 3,000 |
1.460
Ask Size: 3,000 |
Waters Corp |
420.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
JT4E1F |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-07-15 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.27 |
| Parity: |
-5.68 |
| Time value: |
1.79 |
| Break-even: |
402.40 |
| Moneyness: |
0.85 |
| Premium: |
0.23 |
| Premium p.a.: |
2.06 |
| Spread abs.: |
1.00 |
| Spread %: |
126.58% |
| Delta: |
0.34 |
| Theta: |
-0.26 |
| Omega: |
6.23 |
| Rho: |
0.17 |
Quote data
| Open: |
0.770 |
| High: |
0.770 |
| Low: |
0.760 |
| Previous Close: |
0.670 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.11% |
| 1 Month |
|
|
+58.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.670 |
| 1M High / 1M Low: |
0.990 |
0.510 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.778 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.755 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
270.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
