JP Morgan Call 470 WAT 21.02.2025
/ DE000JT3S0W6
JP Morgan Call 470 WAT 21.02.2025/ DE000JT3S0W6 /
9/12/2024 10:53:45 AM |
Chg.0.000 |
Bid2:26:55 PM |
Ask2:26:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.470EUR |
0.00% |
0.480 Bid Size: 100 |
2.480 Ask Size: 100 |
Waters Corp |
470.00 USD |
2/21/2025 |
Call |
Master data
WKN: |
JT3S0W |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Waters Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
470.00 USD |
Maturity: |
2/21/2025 |
Issue date: |
7/18/2024 |
Last trading day: |
2/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
12.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.75 |
Historic volatility: |
0.27 |
Parity: |
-13.01 |
Time value: |
2.47 |
Break-even: |
451.57 |
Moneyness: |
0.70 |
Premium: |
0.52 |
Premium p.a.: |
1.58 |
Spread abs.: |
2.00 |
Spread %: |
425.53% |
Delta: |
0.33 |
Theta: |
-0.17 |
Omega: |
3.92 |
Rho: |
0.32 |
Quote data
Open: |
0.470 |
High: |
0.470 |
Low: |
0.470 |
Previous Close: |
0.470 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-17.54% |
1 Month |
|
|
-42.68% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.570 |
0.470 |
1M High / 1M Low: |
0.870 |
0.470 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.530 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.713 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
145.54% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |