JP Morgan Call 300 WAT 15.11.2024
/ DE000JK6U3D2
JP Morgan Call 300 WAT 15.11.2024/ DE000JK6U3D2 /
| 07/08/2024 12:00:05 |
Chg.+0.14 |
Bid19:04:21 |
Ask19:04:21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.28EUR |
+2.72% |
4.72
Bid Size: 5,000 |
5.22
Ask Size: 5,000 |
Waters Corp |
300.00 USD |
15/11/2024 |
Call |
Master data
| WKN: |
JK6U3D |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 USD |
| Maturity: |
15/11/2024 |
| Issue date: |
19/04/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.62 |
| Intrinsic value: |
2.83 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.27 |
| Parity: |
2.83 |
| Time value: |
2.77 |
| Break-even: |
330.59 |
| Moneyness: |
1.10 |
| Premium: |
0.09 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.92 |
| Spread %: |
19.53% |
| Delta: |
0.69 |
| Theta: |
-0.20 |
| Omega: |
3.71 |
| Rho: |
0.42 |
Quote data
| Open: |
5.28 |
| High: |
5.28 |
| Low: |
5.28 |
| Previous Close: |
5.14 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.60% |
| 1 Month |
|
|
+89.25% |
| 3 Months |
|
|
-1.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.35 |
5.00 |
| 1M High / 1M Low: |
6.35 |
2.53 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
