JP Morgan Call 300 WAT 15.11.2024
/ DE000JK6U3D2
JP Morgan Call 300 WAT 15.11.2024/ DE000JK6U3D2 /
12/09/2024 11:58:24 |
Chg.+0.01 |
Bid14:00:19 |
Ask14:00:19 |
Underlying |
Strike price |
Expiration date |
Option type |
4.11EUR |
+0.24% |
4.12 Bid Size: 250 |
5.12 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: |
6.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.96 |
Intrinsic value: |
2.43 |
Implied volatility: |
0.67 |
Historic volatility: |
0.27 |
Parity: |
2.43 |
Time value: |
2.22 |
Break-even: |
318.97 |
Moneyness: |
1.09 |
Premium: |
0.07 |
Premium p.a.: |
0.51 |
Spread abs.: |
0.91 |
Spread %: |
24.27% |
Delta: |
0.68 |
Theta: |
-0.25 |
Omega: |
4.33 |
Rho: |
0.27 |
Quote data
Open: |
4.11 |
High: |
4.11 |
Low: |
4.11 |
Previous Close: |
4.10 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.14% |
1 Month |
|
|
-18.93% |
3 Months |
|
|
+7.03% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.44 |
4.10 |
1M High / 1M Low: |
5.40 |
4.10 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.28 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.91 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
82.11% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |