JP Morgan Call 300 WAT 16.08.2024
/ DE000JB9MUG8
JP Morgan Call 300 WAT 16.08.2024/ DE000JB9MUG8 /
2024-07-11 10:05:44 AM |
Chg.+0.22 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.29EUR |
+20.56% |
- Bid Size: - |
- Ask Size: - |
Waters Corp |
300.00 USD |
2024-08-16 |
Call |
Master data
WKN: |
JB9MUG |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Waters Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
300.00 USD |
Maturity: |
2024-08-16 |
Issue date: |
2024-01-05 |
Last trading day: |
2024-08-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
14.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.50 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.68 |
Historic volatility: |
0.27 |
Parity: |
-1.08 |
Time value: |
1.86 |
Break-even: |
295.48 |
Moneyness: |
0.96 |
Premium: |
0.11 |
Premium p.a.: |
1.89 |
Spread abs.: |
0.65 |
Spread %: |
53.44% |
Delta: |
0.48 |
Theta: |
-0.33 |
Omega: |
6.82 |
Rho: |
0.11 |
Quote data
Open: |
1.29 |
High: |
1.29 |
Low: |
1.29 |
Previous Close: |
1.07 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.52% |
1 Month |
|
|
-47.13% |
3 Months |
|
|
-77.05% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.38 |
1.07 |
1M High / 1M Low: |
2.44 |
1.07 |
6M High / 6M Low: |
7.68 |
1.07 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.24 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.65 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.66 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
113.32% |
Volatility 6M: |
|
114.72% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |