JP Morgan Call 270 WAT 20.12.2024
/ DE000JB4VAY5
JP Morgan Call 270 WAT 20.12.2024/ DE000JB4VAY5 /
| 7/11/2024 9:05:13 AM |
Chg.+0.30 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.62EUR |
+6.94% |
-
Bid Size: - |
-
Ask Size: - |
Waters Corp |
270.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
JB4VAY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.04 |
| Intrinsic value: |
1.69 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.27 |
| Parity: |
1.69 |
| Time value: |
4.45 |
| Break-even: |
310.62 |
| Moneyness: |
1.07 |
| Premium: |
0.17 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
1.85 |
| Spread %: |
43.01% |
| Delta: |
0.66 |
| Theta: |
-0.16 |
| Omega: |
2.86 |
| Rho: |
0.51 |
Quote data
| Open: |
4.62 |
| High: |
4.62 |
| Low: |
4.62 |
| Previous Close: |
4.32 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-19.93% |
| 3 Months |
|
|
-47.91% |
| YTD |
|
|
-50.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.62 |
4.32 |
| 1M High / 1M Low: |
5.77 |
4.32 |
| 6M High / 6M Low: |
10.83 |
4.32 |
| High (YTD): |
3/8/2024 |
10.83 |
| Low (YTD): |
7/10/2024 |
4.32 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.50 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.79 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.92% |
| Volatility 6M: |
|
75.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
