JP Morgan Call 490 WAT 16.05.2025
/ DE000JV064S3
JP Morgan Call 490 WAT 16.05.2025/ DE000JV064S3 /
| 2024-11-18 10:02:46 AM |
Chg.-0.38 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.88EUR |
-30.16% |
-
Bid Size: - |
-
Ask Size: - |
Waters Corp |
490.00 USD |
2025-05-16 |
Call |
Master data
| WKN: |
JV064S |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
490.00 USD |
| Maturity: |
2025-05-16 |
| Issue date: |
2024-10-04 |
| Last trading day: |
2025-05-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.00 |
| Historic volatility: |
0.32 |
| Parity: |
-12.48 |
| Time value: |
5.92 |
| Break-even: |
524.26 |
| Moneyness: |
0.73 |
| Premium: |
0.54 |
| Premium p.a.: |
1.42 |
| Spread abs.: |
5.00 |
| Spread %: |
543.48% |
| Delta: |
0.47 |
| Theta: |
-0.27 |
| Omega: |
2.70 |
| Rho: |
0.49 |
Quote data
| Open: |
0.88 |
| High: |
0.88 |
| Low: |
0.88 |
| Previous Close: |
1.26 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-39.73% |
| 1 Month |
|
|
-24.14% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.66 |
1.26 |
| 1M High / 1M Low: |
2.15 |
0.45 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.11 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
981.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
