JP Morgan Call 270 WAT 20.12.2024
/ DE000JB4VAY5
JP Morgan Call 270 WAT 20.12.2024/ DE000JB4VAY5 /
9/12/2024 9:20:27 AM |
Chg.-0.02 |
Bid1:35:46 PM |
Ask1:35:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
6.49EUR |
-0.31% |
6.51 Bid Size: 250 |
7.51 Ask Size: 250 |
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: |
4.36 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.51 |
Intrinsic value: |
5.15 |
Implied volatility: |
0.63 |
Historic volatility: |
0.27 |
Parity: |
5.15 |
Time value: |
1.66 |
Break-even: |
313.34 |
Moneyness: |
1.21 |
Premium: |
0.06 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.91 |
Spread %: |
15.38% |
Delta: |
0.78 |
Theta: |
-0.16 |
Omega: |
3.41 |
Rho: |
0.44 |
Quote data
Open: |
6.49 |
High: |
6.49 |
Low: |
6.49 |
Previous Close: |
6.51 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.94% |
1 Month |
|
|
-12.53% |
3 Months |
|
|
+14.26% |
YTD |
|
|
-30.51% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.90 |
6.51 |
1M High / 1M Low: |
7.91 |
6.51 |
6M High / 6M Low: |
10.30 |
4.32 |
High (YTD): |
3/8/2024 |
10.83 |
Low (YTD): |
7/10/2024 |
4.32 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.74 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
7.38 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
7.26 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
57.36% |
Volatility 6M: |
|
98.53% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |