JP Morgan Call 290 WAT 20.12.2024
/ DE000JB4VB02
JP Morgan Call 290 WAT 20.12.2024/ DE000JB4VB02 /
12/09/2024 09:20:28 |
Chg.-0.02 |
Bid16:04:57 |
Ask16:04:57 |
Underlying |
Strike price |
Expiration date |
Option type |
5.22EUR |
-0.38% |
4.54 Bid Size: 5,000 |
5.04 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: |
5.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.96 |
Intrinsic value: |
3.34 |
Implied volatility: |
0.62 |
Historic volatility: |
0.27 |
Parity: |
3.34 |
Time value: |
2.32 |
Break-even: |
319.97 |
Moneyness: |
1.13 |
Premium: |
0.08 |
Premium p.a.: |
0.32 |
Spread abs.: |
0.91 |
Spread %: |
19.12% |
Delta: |
0.71 |
Theta: |
-0.18 |
Omega: |
3.73 |
Rho: |
0.42 |
Quote data
Open: |
5.22 |
High: |
5.22 |
Low: |
5.22 |
Previous Close: |
5.24 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.79% |
1 Month |
|
|
-15.12% |
3 Months |
|
|
+12.50% |
YTD |
|
|
-36.73% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.60 |
5.24 |
1M High / 1M Low: |
6.53 |
5.24 |
6M High / 6M Low: |
9.06 |
3.40 |
High (YTD): |
08/03/2024 |
9.59 |
Low (YTD): |
10/07/2024 |
3.40 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.46 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
6.06 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
6.11 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
63.45% |
Volatility 6M: |
|
108.93% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |