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 |
Bid10:05:50 |
Ask10:05:50 |
Underlying |
Strike price |
Expiration date |
Option type |
6.26EUR |
+1.62% |
6.25 Bid Size: 250 |
8.25 Ask Size: 250 |
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: |
|
- |