JP Morgan Call 290 WAT 15.11.2024
/ DE000JK7ZS72
JP Morgan Call 290 WAT 15.11.2024/ DE000JK7ZS72 /
| 2024-10-14 12:47:39 PM |
Chg.+0.44 |
Bid1:59:02 PM |
Ask1:59:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.56EUR |
+7.19% |
6.55
Bid Size: 100 |
-
Ask Size: - |
Waters Corp |
290.00 USD |
2024-11-15 |
Call |
Master data
| WKN: |
JK7ZS7 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
290.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-04-22 |
| Last trading day: |
2024-11-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.30 |
| Intrinsic value: |
6.22 |
| Implied volatility: |
0.81 |
| Historic volatility: |
0.27 |
| Parity: |
6.22 |
| Time value: |
0.79 |
| Break-even: |
335.59 |
| Moneyness: |
1.23 |
| Premium: |
0.02 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.38 |
| Spread %: |
5.73% |
| Delta: |
0.84 |
| Theta: |
-0.31 |
| Omega: |
3.95 |
| Rho: |
0.18 |
Quote data
| Open: |
6.56 |
| High: |
6.56 |
| Low: |
6.56 |
| Previous Close: |
6.12 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.54% |
| 1 Month |
|
|
+51.15% |
| 3 Months |
|
|
+68.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.72 |
6.10 |
| 1M High / 1M Low: |
6.72 |
4.48 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.76 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
