JP Morgan Call 440 WAT 21.02.2025
/ DE000JT42XU8
JP Morgan Call 440 WAT 21.02.2025/ DE000JT42XU8 /
2024-10-14 2:14:27 PM |
Chg.+0.14 |
Bid4:02:02 PM |
Ask4:02:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.20EUR |
+13.21% |
1.15 Bid Size: 3,000 |
2.15 Ask Size: 3,000 |
Waters Corp |
440.00 USD |
2025-02-21 |
Call |
Master data
WKN: |
JT42XU |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Waters Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
440.00 USD |
Maturity: |
2025-02-21 |
Issue date: |
2024-07-15 |
Last trading day: |
2025-02-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
11.08 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.31 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.68 |
Historic volatility: |
0.27 |
Parity: |
-7.51 |
Time value: |
2.96 |
Break-even: |
432.38 |
Moneyness: |
0.81 |
Premium: |
0.32 |
Premium p.a.: |
1.18 |
Spread abs.: |
1.83 |
Spread %: |
162.60% |
Delta: |
0.39 |
Theta: |
-0.20 |
Omega: |
4.33 |
Rho: |
0.35 |
Quote data
Open: |
1.21 |
High: |
1.21 |
Low: |
1.20 |
Previous Close: |
1.06 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.35% |
1 Month |
|
|
+69.01% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.34 |
1.06 |
1M High / 1M Low: |
1.41 |
0.76 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.19 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.10 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
214.54% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |