JP Morgan Call 290 WAT 20.12.2024
/ DE000JB4VB02
JP Morgan Call 290 WAT 20.12.2024/ DE000JB4VB02 /
| 2024-07-11 9:05:16 AM |
Chg.+0.27 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.67EUR |
+7.94% |
-
Bid Size: - |
-
Ask Size: - |
Waters Corp |
290.00 USD |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.27 |
| Parity: |
-0.16 |
| Time value: |
4.34 |
| Break-even: |
311.08 |
| Moneyness: |
0.99 |
| Premium: |
0.17 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.92 |
| Spread %: |
27.03% |
| Delta: |
0.59 |
| Theta: |
-0.14 |
| Omega: |
3.61 |
| Rho: |
0.50 |
Quote data
| Open: |
3.67 |
| High: |
3.67 |
| Low: |
3.67 |
| Previous Close: |
3.40 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-22.41% |
| 3 Months |
|
|
-52.28% |
| YTD |
|
|
-55.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.67 |
3.40 |
| 1M High / 1M Low: |
4.73 |
3.40 |
| 6M High / 6M Low: |
9.59 |
3.40 |
| High (YTD): |
2024-03-08 |
9.59 |
| Low (YTD): |
2024-07-10 |
3.40 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.97 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.69 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.65% |
| Volatility 6M: |
|
83.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
