JP Morgan Call 450 WAT 20.12.2024
/ DE000JT3UHC0
JP Morgan Call 450 WAT 20.12.2024/ DE000JT3UHC0 /
| 18/11/2024 11:57:35 |
Chg.-0.054 |
Bid19:06:19 |
Ask19:06:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.022EUR |
-71.05% |
0.023
Bid Size: 1,000 |
0.720
Ask Size: 1,000 |
Waters Corp |
450.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
JT3UHC |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
19/07/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.17 |
| Historic volatility: |
0.32 |
| Parity: |
-8.69 |
| Time value: |
2.03 |
| Break-even: |
447.40 |
| Moneyness: |
0.80 |
| Premium: |
0.32 |
| Premium p.a.: |
21.73 |
| Spread abs.: |
2.00 |
| Spread %: |
6,900.00% |
| Delta: |
0.32 |
| Theta: |
-0.66 |
| Omega: |
5.31 |
| Rho: |
0.08 |
Quote data
| Open: |
0.022 |
| High: |
0.022 |
| Low: |
0.022 |
| Previous Close: |
0.076 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-89.52% |
| 1 Month |
|
|
-93.13% |
| 3 Months |
|
|
-96.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.076 |
| 1M High / 1M Low: |
0.740 |
0.040 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.155 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.220 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
5,205.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
