JP Morgan Call 300 WAT 15.11.2024
/ DE000JK6U3D2
JP Morgan Call 300 WAT 15.11.2024/ DE000JK6U3D2 /
06/08/2024 12:27:38 |
Chg.- |
Bid11:47:03 |
Ask11:47:03 |
Underlying |
Strike price |
Expiration date |
Option type |
5.14EUR |
- |
5.26 Bid Size: 250 |
6.26 Ask Size: 250 |
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: |
5.14 |
High: |
5.14 |
Low: |
5.14 |
Previous Close: |
5.74 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.80% |
1 Month |
|
|
+84.23% |
3 Months |
|
|
-4.10% |
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: |
|
- |