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JP Morgan Call 490 WAT 21.02.2025/  DE000JT5YDL7  /

EUWAX
2024-08-06  9:21:02 AM Chg.- Bid8:06:28 AM Ask8:06:28 AM Underlying Strike price Expiration date Option type
0.710EUR - 0.710
Bid Size: 250		 -
Ask Size: -		 Waters Corp 490.00 USD 2025-02-21 Call
 

Master data

WKN: JT5YDL
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Waters Corp
Type: Warrant
Option type: Call
Strike price: 490.00 USD
Maturity: 2025-02-21
Issue date: 2024-07-31
Last trading day: 2025-02-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.80
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 1.02
Historic volatility: 0.27
Parity: -14.72
Time value: 5.18
Break-even: 499.24
Moneyness: 0.67
Premium: 0.66
Premium p.a.: 1.54
Spread abs.: 4.57
Spread %: 746.27%
Delta: 0.45
Theta: -0.23
Omega: 2.60
Rho: 0.45
 

Quote data

Open: 0.710
High: 0.710
Low: 0.710
Previous Close: 0.920
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.32%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.020 0.710
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.890
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -