JP Morgan Call 450 WAT 21.02.2025
/ DE000JT42XV6
JP Morgan Call 450 WAT 21.02.2025/ DE000JT42XV6 /
| 11/10/2024 11:52:26 |
Chg.-0.240 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
-21.24% |
-
Bid Size: - |
-
Ask Size: - |
Waters Corp |
450.00 USD |
21/02/2025 |
Call |
Master data
| WKN: |
JT42XV |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 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: |
10.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.27 |
| Parity: |
-8.42 |
| Time value: |
3.03 |
| Break-even: |
441.82 |
| Moneyness: |
0.80 |
| Premium: |
0.35 |
| Premium p.a.: |
1.29 |
| Spread abs.: |
2.00 |
| Spread %: |
194.17% |
| Delta: |
0.39 |
| Theta: |
-0.21 |
| Omega: |
4.16 |
| Rho: |
0.35 |
Quote data
| Open: |
0.890 |
| High: |
0.890 |
| Low: |
0.890 |
| Previous Close: |
1.130 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.82% |
| 1 Month |
|
|
+50.85% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.130 |
0.890 |
| 1M High / 1M Low: |
1.200 |
0.590 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.005 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.908 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
218.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
