JP Morgan Call 290 WAT 15.11.2024
/ DE000JK7ZS72
JP Morgan Call 290 WAT 15.11.2024/ DE000JK7ZS72 /
10/14/2024 12:47:39 PM |
Chg.+0.44 |
Bid5:41:27 PM |
Ask5:41:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
6.56EUR |
+7.19% |
6.65 Bid Size: 2,000 |
- Ask Size: - |
Waters Corp |
290.00 USD |
11/15/2024 |
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: |
11/15/2024 |
Issue date: |
4/22/2024 |
Last trading day: |
11/14/2024 |
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: |
|
- |