JP Morgan Call 420 WAT 21.02.2025
/ DE000JT4T282
JP Morgan Call 420 WAT 21.02.2025/ DE000JT4T282 /
| 18/11/2024 08:30:32 |
Chg.-0.56 |
Bid20:35:21 |
Ask20:35:21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.12EUR |
-33.33% |
0.95
Bid Size: 3,000 |
1.65
Ask Size: 3,000 |
Waters Corp |
420.00 USD |
21/02/2025 |
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: |
21/02/2025 |
| Issue date: |
02/07/2024 |
| Last trading day: |
20/02/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.32 |
| Parity: |
-5.84 |
| Time value: |
3.17 |
| Break-even: |
430.32 |
| Moneyness: |
0.85 |
| Premium: |
0.26 |
| Premium p.a.: |
1.47 |
| Spread abs.: |
2.00 |
| Spread %: |
170.94% |
| Delta: |
0.42 |
| Theta: |
-0.27 |
| Omega: |
4.47 |
| Rho: |
0.29 |
Quote data
| Open: |
1.12 |
| High: |
1.12 |
| Low: |
1.12 |
| Previous Close: |
1.68 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-46.15% |
| 1 Month |
|
|
-29.11% |
| 3 Months |
|
|
-38.46% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.16 |
1.68 |
| 1M High / 1M Low: |
2.83 |
0.59 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.99 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.54 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,231.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
