JP Morgan Call 450 WAT 20.12.2024
/ DE000JT3UHC0
JP Morgan Call 450 WAT 20.12.2024/ DE000JT3UHC0 /
12/09/2024 11:42:11 |
Chg.0.000 |
Bid14:19:35 |
Ask14:19:35 |
Underlying |
Strike price |
Expiration date |
Option type |
0.320EUR |
0.00% |
0.320 Bid Size: 100 |
2.320 Ask Size: 100 |
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: |
14.08 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.84 |
Historic volatility: |
0.27 |
Parity: |
-11.20 |
Time value: |
2.11 |
Break-even: |
429.78 |
Moneyness: |
0.73 |
Premium: |
0.45 |
Premium p.a.: |
2.92 |
Spread abs.: |
1.82 |
Spread %: |
625.00% |
Delta: |
0.31 |
Theta: |
-0.24 |
Omega: |
4.39 |
Rho: |
0.19 |
Quote data
Open: |
0.320 |
High: |
0.320 |
Low: |
0.320 |
Previous Close: |
0.320 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-20.00% |
1 Month |
|
|
-44.83% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.400 |
0.320 |
1M High / 1M Low: |
0.620 |
0.320 |
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: |
|
0.481 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
179.06% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |