JP Morgan Call 440 WAT 21.02.2025
/ DE000JT42XU8
JP Morgan Call 440 WAT 21.02.2025/ DE000JT42XU8 /
| 14/10/2024 14:14:27 |
Chg.+0.14 |
Bid17:44:55 |
Ask17:44:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.20EUR |
+13.21% |
1.23
Bid Size: 3,000 |
2.23
Ask Size: 3,000 |
Waters Corp |
440.00 USD |
21/02/2025 |
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: |
21/02/2025 |
| Issue date: |
15/07/2024 |
| Last trading day: |
20/02/2025 |
| 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: |
|
- |
