JP Morgan Call 510 WAT 16.05.2025
/ DE000JV064U9
JP Morgan Call 510 WAT 16.05.2025/ DE000JV064U9 /
| 2024-11-18 10:02:48 AM |
Chg.-0.300 |
Bid6:58:05 PM |
Ask6:58:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
-31.58% |
0.590
Bid Size: 2,000 |
2.590
Ask Size: 2,000 |
Waters Corp |
510.00 USD |
2025-05-16 |
Call |
Master data
| WKN: |
JV064U |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
510.00 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: |
5.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.01 |
| Historic volatility: |
0.32 |
| Parity: |
-14.38 |
| Time value: |
5.68 |
| Break-even: |
540.84 |
| Moneyness: |
0.70 |
| Premium: |
0.59 |
| Premium p.a.: |
1.57 |
| Spread abs.: |
5.00 |
| Spread %: |
735.29% |
| Delta: |
0.45 |
| Theta: |
-0.27 |
| Omega: |
2.70 |
| Rho: |
0.47 |
Quote data
| Open: |
0.650 |
| High: |
0.650 |
| Low: |
0.650 |
| Previous Close: |
0.950 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.91% |
| 1 Month |
|
|
-26.97% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.270 |
0.950 |
| 1M High / 1M Low: |
1.710 |
0.320 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.098 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.840 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,067.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
