JP Morgan Call 430 WAT 20.12.2024
/ DE000JT4WBC7
JP Morgan Call 430 WAT 20.12.2024/ DE000JT4WBC7 /
| 18/11/2024 11:11:38 |
Chg.-0.131 |
Bid17:49:42 |
Ask17:49:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.059EUR |
-68.95% |
0.053
Bid Size: 1,000 |
0.750
Ask Size: 1,000 |
Waters Corp |
430.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
JT4WBC |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
430.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
18/07/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
31.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.78 |
| Historic volatility: |
0.32 |
| Parity: |
-6.79 |
| Time value: |
1.08 |
| Break-even: |
418.91 |
| Moneyness: |
0.83 |
| Premium: |
0.23 |
| Premium p.a.: |
9.73 |
| Spread abs.: |
1.01 |
| Spread %: |
1,340.00% |
| Delta: |
0.26 |
| Theta: |
-0.40 |
| Omega: |
8.04 |
| Rho: |
0.07 |
Quote data
| Open: |
0.059 |
| High: |
0.059 |
| Low: |
0.059 |
| Previous Close: |
0.190 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-86.28% |
| 1 Month |
|
|
-89.07% |
| 3 Months |
|
|
-93.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.190 |
| 1M High / 1M Low: |
1.170 |
0.081 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.380 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.407 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
3,732.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
