JP Morgan Call 460 WAT 21.02.2025
/ DE000JT3S0Y2
JP Morgan Call 460 WAT 21.02.2025/ DE000JT3S0Y2 /
12/09/2024 10:53:45 |
Chg.0.000 |
Bid20:21:30 |
Ask20:21:30 |
Underlying |
Strike price |
Expiration date |
Option type |
0.570EUR |
0.00% |
0.480 Bid Size: 2,000 |
1.480 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: |
12.66 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.71 |
Historic volatility: |
0.27 |
Parity: |
-12.10 |
Time value: |
2.34 |
Break-even: |
441.22 |
Moneyness: |
0.71 |
Premium: |
0.49 |
Premium p.a.: |
1.44 |
Spread abs.: |
1.82 |
Spread %: |
344.83% |
Delta: |
0.32 |
Theta: |
-0.16 |
Omega: |
4.10 |
Rho: |
0.32 |
Quote data
Open: |
0.570 |
High: |
0.570 |
Low: |
0.570 |
Previous Close: |
0.570 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-17.39% |
1 Month |
|
|
-40.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.690 |
0.570 |
1M High / 1M Low: |
1.010 |
0.570 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.640 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.844 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
135.72% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |