JP Morgan Call 260 WAT 20.12.2024
/ DE000JB4VAW9
JP Morgan Call 260 WAT 20.12.2024/ DE000JB4VAW9 /
| 20/06/2024 09:20:21 |
Chg.- |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.80EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Waters Corp |
260.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
JB4VAW |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.41 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
1.07 |
| Historic volatility: |
0.27 |
| Parity: |
0.61 |
| Time value: |
7.16 |
| Break-even: |
337.70 |
| Moneyness: |
1.02 |
| Premium: |
0.27 |
| Premium p.a.: |
0.71 |
| Spread abs.: |
2.00 |
| Spread %: |
34.66% |
| Delta: |
0.66 |
| Theta: |
-0.22 |
| Omega: |
2.26 |
| Rho: |
0.43 |
Quote data
| Open: |
5.80 |
| High: |
5.80 |
| Low: |
5.80 |
| Previous Close: |
5.78 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-8.66% |
| 3 Months |
|
|
-39.01% |
| YTD |
|
|
-41.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
6.35 |
5.78 |
| 6M High / 6M Low: |
11.48 |
5.78 |
| High (YTD): |
08/03/2024 |
11.48 |
| Low (YTD): |
19/06/2024 |
5.78 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
5.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.79 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
35.97% |
| Volatility 6M: |
|
73.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
