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JP Morgan Call 290 WAT 20.12.2024/  DE000JB4VB02  /

EUWAX
14/10/2024  09:22:46 Chg.+0.41 Bid20:01:47 Ask20:01:47 Underlying Strike price Expiration date Option type
7.04EUR +6.18% 6.93
Bid Size: 3,000		 7.63
Ask Size: 3,000		 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: 4.44
Leverage: Yes

Calculated values

Fair value: 6.42
Intrinsic value: 6.22
Implied volatility: 0.65
Historic volatility: 0.27
Parity: 6.22
Time value: 1.17
Break-even: 339.37
Moneyness: 1.23
Premium: 0.04
Premium p.a.: 0.21
Spread abs.: 0.92
Spread %: 14.14%
Delta: 0.82
Theta: -0.19
Omega: 3.64
Rho: 0.36
 

Quote data

Open: 7.04
High: 7.04
Low: 7.04
Previous Close: 6.63
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.71%
1 Month  
+45.15%
3 Months  
+59.28%
YTD
  -14.67%
1 Year  
+73.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.14 6.63
1M High / 1M Low: 7.14 5.03
6M High / 6M Low: 8.98 3.40
High (YTD): 08/03/2024 9.59
Low (YTD): 10/07/2024 3.40
52W High: 08/03/2024 9.59
52W Low: 31/10/2023 3.24
Avg. price 1W:   6.85
Avg. volume 1W:   0.00
Avg. price 1M:   6.32
Avg. volume 1M:   0.00
Avg. price 6M:   5.75
Avg. volume 6M:   0.00
Avg. price 1Y:   6.15
Avg. volume 1Y:   0.00
Volatility 1M:   89.48%
Volatility 6M:   111.83%
Volatility 1Y:   100.22%
Volatility 3Y:   -