JP Morgan Call 490 WAT 21.02.2025
/ DE000JT5YDL7
JP Morgan Call 490 WAT 21.02.2025/ DE000JT5YDL7 /
| 2024-11-18 9:21:27 AM |
Chg.-0.210 |
Bid7:30:15 PM |
Ask7:30:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
-48.84% |
0.200
Bid Size: 2,000 |
1.200
Ask Size: 2,000 |
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: |
16.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.80 |
| Historic volatility: |
0.32 |
| Parity: |
-12.48 |
| Time value: |
2.13 |
| Break-even: |
486.32 |
| Moneyness: |
0.73 |
| Premium: |
0.43 |
| Premium p.a.: |
2.95 |
| Spread abs.: |
1.90 |
| Spread %: |
833.33% |
| Delta: |
0.30 |
| Theta: |
-0.26 |
| Omega: |
4.72 |
| Rho: |
0.21 |
Quote data
| Open: |
0.220 |
| High: |
0.220 |
| Low: |
0.220 |
| Previous Close: |
0.430 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-55.10% |
| 1 Month |
|
|
-47.62% |
| 3 Months |
|
|
-66.15% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.430 |
| 1M High / 1M Low: |
0.910 |
0.100 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.520 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.391 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
2,062.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
