JP Morgan Call 270 WAT 20.12.2024
/ DE000JB4VAY5
JP Morgan Call 270 WAT 20.12.2024/ DE000JB4VAY5 /
| 9/30/2024 12:58:24 PM |
Chg.- |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.49EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Waters Corp |
270.00 - |
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 - |
| Maturity: |
12/20/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
10/1/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.99 |
| Intrinsic value: |
5.77 |
| Implied volatility: |
1.20 |
| Historic volatility: |
0.27 |
| Parity: |
5.77 |
| Time value: |
3.66 |
| Break-even: |
364.30 |
| Moneyness: |
1.21 |
| Premium: |
0.11 |
| Premium p.a.: |
0.78 |
| Spread abs.: |
0.56 |
| Spread %: |
6.31% |
| Delta: |
0.74 |
| Theta: |
-0.42 |
| Omega: |
2.57 |
| Rho: |
0.27 |
Quote data
| Open: |
8.49 |
| High: |
8.49 |
| Low: |
8.49 |
| Previous Close: |
8.59 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+39.64% |
| 3 Months |
|
|
+55.78% |
| YTD |
|
|
-9.10% |
| 1 Year |
|
|
+74.33% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
8.59 |
6.29 |
| 6M High / 6M Low: |
10.30 |
4.32 |
| High (YTD): |
3/8/2024 |
10.83 |
| Low (YTD): |
7/10/2024 |
4.32 |
| 52W High: |
3/8/2024 |
10.83 |
| 52W Low: |
10/31/2023 |
3.95 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
7.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.83 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
7.21 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
92.41% |
| Volatility 6M: |
|
103.54% |
| Volatility 1Y: |
|
92.23% |
| Volatility 3Y: |
|
- |
