JP Morgan Call 270 WAT 20.12.2024
/ DE000JB4VAY5
JP Morgan Call 270 WAT 20.12.2024/ DE000JB4VAY5 /
07/08/2024 08:59:04 |
Chg.+0.13 |
Bid11:18:06 |
Ask11:18:06 |
Underlying |
Strike price |
Expiration date |
Option type |
7.50EUR |
+1.76% |
7.53 Bid Size: 250 |
9.53 Ask Size: 250 |
Waters Corp |
270.00 USD |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
10/10/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.10 |
Intrinsic value: |
5.57 |
Implied volatility: |
0.91 |
Historic volatility: |
0.27 |
Parity: |
5.57 |
Time value: |
3.79 |
Break-even: |
340.72 |
Moneyness: |
1.23 |
Premium: |
0.13 |
Premium p.a.: |
0.38 |
Spread abs.: |
2.00 |
Spread %: |
27.17% |
Delta: |
0.75 |
Theta: |
-0.21 |
Omega: |
2.42 |
Rho: |
0.49 |
Quote data
Open: |
7.50 |
High: |
7.50 |
Low: |
7.50 |
Previous Close: |
7.37 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-13.39% |
1 Month |
|
|
+63.40% |
3 Months |
|
|
-0.27% |
YTD |
|
|
-19.70% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.84 |
7.37 |
1M High / 1M Low: |
8.84 |
4.32 |
6M High / 6M Low: |
10.83 |
4.32 |
High (YTD): |
08/03/2024 |
10.83 |
Low (YTD): |
10/07/2024 |
4.32 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
8.17 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
6.08 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
7.54 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
164.95% |
Volatility 6M: |
|
99.00% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |