JP Morgan Call 460 WAT 21.02.2025
/ DE000JT3S0Y2
JP Morgan Call 460 WAT 21.02.2025/ DE000JT3S0Y2 /
| 18/11/2024 10:59:43 |
Chg.-0.270 |
Bid20:47:45 |
Ask20:47:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
-37.50% |
0.390
Bid Size: 2,000 |
1.390
Ask Size: 2,000 |
Waters Corp |
460.00 USD |
21/02/2025 |
Call |
Master data
| WKN: |
JT3S0Y |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 USD |
| Maturity: |
21/02/2025 |
| Issue date: |
18/07/2024 |
| Last trading day: |
20/02/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.32 |
| Parity: |
-9.64 |
| Time value: |
2.48 |
| Break-even: |
461.39 |
| Moneyness: |
0.78 |
| Premium: |
0.36 |
| Premium p.a.: |
2.22 |
| Spread abs.: |
2.00 |
| Spread %: |
416.67% |
| Delta: |
0.34 |
| Theta: |
-0.27 |
| Omega: |
4.65 |
| Rho: |
0.24 |
Quote data
| Open: |
0.450 |
| High: |
0.450 |
| Low: |
0.450 |
| Previous Close: |
0.720 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-52.13% |
| 1 Month |
|
|
-40.79% |
| 3 Months |
|
|
-55.45% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.190 |
0.720 |
| 1M High / 1M Low: |
1.620 |
0.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.944 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.761 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,829.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
