JP Morgan Call 470 WAT 21.02.2025
/ DE000JT3S0W6
JP Morgan Call 470 WAT 21.02.2025/ DE000JT3S0W6 /
| 2024-11-18 10:59:42 AM |
Chg.-0.240 |
Bid6:56:07 PM |
Ask6:56:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
-40.68% |
0.320
Bid Size: 2,000 |
1.320
Ask Size: 2,000 |
Waters Corp |
470.00 USD |
2025-02-21 |
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: |
2025-02-21 |
| Issue date: |
2024-07-18 |
| Last trading day: |
2025-02-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.32 |
| Parity: |
-10.59 |
| Time value: |
2.26 |
| Break-even: |
468.67 |
| Moneyness: |
0.76 |
| Premium: |
0.38 |
| Premium p.a.: |
2.42 |
| Spread abs.: |
1.90 |
| Spread %: |
526.32% |
| Delta: |
0.32 |
| Theta: |
-0.26 |
| Omega: |
4.78 |
| Rho: |
0.22 |
Quote data
| Open: |
0.350 |
| High: |
0.350 |
| Low: |
0.350 |
| Previous Close: |
0.590 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-53.95% |
| 1 Month |
|
|
-43.55% |
| 3 Months |
|
|
-59.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.590 |
| 1M High / 1M Low: |
1.370 |
0.190 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.772 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.622 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,983.33% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
