JP Morgan Call 440 WAT 20.12.2024
/ DE000JT4WBD5
JP Morgan Call 440 WAT 20.12.2024/ DE000JT4WBD5 /
14/10/2024 11:34:08 |
Chg.+0.070 |
Bid16:19:34 |
Ask16:19:34 |
Underlying |
Strike price |
Expiration date |
Option type |
0.480EUR |
+17.07% |
0.470 Bid Size: 2,000 |
1.170 Ask Size: 2,000 |
Waters Corp |
440.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
JT4WBD |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Waters Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
440.00 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: |
23.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.65 |
Historic volatility: |
0.27 |
Parity: |
-7.51 |
Time value: |
1.37 |
Break-even: |
416.54 |
Moneyness: |
0.81 |
Premium: |
0.27 |
Premium p.a.: |
2.69 |
Spread abs.: |
0.92 |
Spread %: |
200.00% |
Delta: |
0.28 |
Theta: |
-0.24 |
Omega: |
6.67 |
Rho: |
0.14 |
Quote data
Open: |
0.480 |
High: |
0.480 |
Low: |
0.480 |
Previous Close: |
0.410 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+9.09% |
1 Month |
|
|
+54.84% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.560 |
0.410 |
1M High / 1M Low: |
0.690 |
0.330 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.477 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.505 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
315.09% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |