JP Morgan Call 290 WAT 20.12.2024
/ DE000JB4VB02
JP Morgan Call 290 WAT 20.12.2024/ DE000JB4VB02 /
| 11/4/2024 10:52:48 AM |
Chg.- |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.97EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Waters Corp |
290.00 - |
12/20/2024 |
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 - |
| Maturity: |
12/20/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
11/5/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.15 |
| Intrinsic value: |
5.02 |
| Implied volatility: |
1.66 |
| Historic volatility: |
0.32 |
| Parity: |
5.02 |
| Time value: |
3.95 |
| Break-even: |
379.70 |
| Moneyness: |
1.17 |
| Premium: |
0.12 |
| Premium p.a.: |
2.50 |
| Spread abs.: |
0.24 |
| Spread %: |
2.75% |
| Delta: |
0.72 |
| Theta: |
-0.89 |
| Omega: |
2.72 |
| Rho: |
0.14 |
Quote data
| Open: |
9.18 |
| High: |
9.18 |
| Low: |
8.97 |
| Previous Close: |
4.16 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+31.91% |
| 3 Months |
|
|
+38.43% |
| YTD |
|
|
+8.73% |
| 1 Year |
|
|
+113.57% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
8.97 |
4.16 |
| 6M High / 6M Low: |
8.97 |
3.40 |
| High (YTD): |
3/8/2024 |
9.59 |
| Low (YTD): |
7/10/2024 |
3.40 |
| 52W High: |
3/8/2024 |
9.59 |
| 52W Low: |
7/10/2024 |
3.40 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
5.41 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.58 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
6.36 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
575.90% |
| Volatility 6M: |
|
200.10% |
| Volatility 1Y: |
|
151.62% |
| Volatility 3Y: |
|
- |
