JP Morgan Call 290 WAT 20.12.2024
/ DE000JB4VB02
JP Morgan Call 290 WAT 20.12.2024/ DE000JB4VB02 /
| 07/08/2024 08:59:04 |
Chg.+0.10 |
Bid16:06:08 |
Ask16:06:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.26EUR |
+1.62% |
5.83
Bid Size: 5,000 |
6.53
Ask Size: 5,000 |
Waters Corp |
290.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
JB4VB0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
290.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.58 |
| Intrinsic value: |
3.74 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.27 |
| Parity: |
3.74 |
| Time value: |
3.70 |
| Break-even: |
339.84 |
| Moneyness: |
1.14 |
| Premium: |
0.12 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
1.83 |
| Spread %: |
32.63% |
| Delta: |
0.71 |
| Theta: |
-0.19 |
| Omega: |
2.88 |
| Rho: |
0.52 |
Quote data
| Open: |
6.26 |
| High: |
6.26 |
| Low: |
6.26 |
| Previous Close: |
6.16 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.60% |
| 1 Month |
|
|
+71.98% |
| 3 Months |
|
|
-2.34% |
| YTD |
|
|
-24.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.49 |
6.16 |
| 1M High / 1M Low: |
7.49 |
3.40 |
| 6M High / 6M Low: |
9.59 |
3.40 |
| High (YTD): |
08/03/2024 |
9.59 |
| Low (YTD): |
10/07/2024 |
3.40 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.88 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.43 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
183.02% |
| Volatility 6M: |
|
109.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
