JP Morgan Call 290 WAT 15.11.2024
/ DE000JK7ZS72
JP Morgan Call 290 WAT 15.11.2024/ DE000JK7ZS72 /
| 12/09/2024 12:21:26 |
Chg.+0.03 |
Bid14:03:18 |
Ask14:03:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.73EUR |
+0.64% |
4.73
Bid Size: 250 |
5.73
Ask Size: 250 |
Waters Corp |
290.00 USD |
15/11/2024 |
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: |
15/11/2024 |
| Issue date: |
22/04/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.70 |
| Intrinsic value: |
3.34 |
| Implied volatility: |
0.80 |
| Historic volatility: |
0.27 |
| Parity: |
3.34 |
| Time value: |
2.39 |
| Break-even: |
320.69 |
| Moneyness: |
1.13 |
| Premium: |
0.08 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
1.00 |
| Spread %: |
21.14% |
| Delta: |
0.71 |
| Theta: |
-0.28 |
| Omega: |
3.65 |
| Rho: |
0.27 |
Quote data
| Open: |
4.73 |
| High: |
4.73 |
| Low: |
4.73 |
| Previous Close: |
4.70 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.05% |
| 1 Month |
|
|
-16.87% |
| 3 Months |
|
|
+8.24% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.00 |
4.70 |
| 1M High / 1M Low: |
6.06 |
4.70 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.85 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.53 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
