JP Morgan Call 420 WAT 21.02.2025
/ DE000JT4T282
JP Morgan Call 420 WAT 21.02.2025/ DE000JT4T282 /
9/12/2024 8:36:53 AM |
Chg.+0.01 |
Bid3:16:58 PM |
Ask3:16:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.18EUR |
+0.85% |
1.18 Bid Size: 250 |
3.18 Ask Size: 250 |
Waters Corp |
420.00 USD |
2/21/2025 |
Call |
Master data
WKN: |
JT4T28 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Waters Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
420.00 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: |
9.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.26 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.72 |
Historic volatility: |
0.27 |
Parity: |
-8.47 |
Time value: |
3.19 |
Break-even: |
413.36 |
Moneyness: |
0.78 |
Premium: |
0.39 |
Premium p.a.: |
1.11 |
Spread abs.: |
2.00 |
Spread %: |
168.07% |
Delta: |
0.40 |
Theta: |
-0.18 |
Omega: |
3.74 |
Rho: |
0.39 |
Quote data
Open: |
1.18 |
High: |
1.18 |
Low: |
1.18 |
Previous Close: |
1.17 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-11.94% |
1 Month |
|
|
-30.99% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.34 |
1.17 |
1M High / 1M Low: |
1.84 |
1.17 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.28 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.60 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
110.92% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |