JP Morgan Call 300 WAT 20.12.2024
/ DE000JB4VB10
JP Morgan Call 300 WAT 20.12.2024/ DE000JB4VB10 /
12/09/2024 09:20:28 |
Chg.-0.02 |
Bid16:42:44 |
Ask16:42:44 |
Underlying |
Strike price |
Expiration date |
Option type |
4.64EUR |
-0.43% |
4.19 Bid Size: 5,000 |
4.69 Ask Size: 5,000 |
Waters Corp |
300.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
JB4VB1 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Waters Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
300.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
10/10/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.27 |
Intrinsic value: |
2.43 |
Implied volatility: |
0.62 |
Historic volatility: |
0.27 |
Parity: |
2.43 |
Time value: |
2.70 |
Break-even: |
323.79 |
Moneyness: |
1.09 |
Premium: |
0.09 |
Premium p.a.: |
0.38 |
Spread abs.: |
0.91 |
Spread %: |
21.51% |
Delta: |
0.68 |
Theta: |
-0.19 |
Omega: |
3.91 |
Rho: |
0.40 |
Quote data
Open: |
4.64 |
High: |
4.64 |
Low: |
4.64 |
Previous Close: |
4.66 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.20% |
1 Month |
|
|
-16.70% |
3 Months |
|
|
+11.27% |
YTD |
|
|
-40.05% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.00 |
4.66 |
1M High / 1M Low: |
5.89 |
4.66 |
6M High / 6M Low: |
8.49 |
2.99 |
High (YTD): |
08/03/2024 |
9.00 |
Low (YTD): |
10/07/2024 |
2.99 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.87 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
5.46 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
5.58 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
66.72% |
Volatility 6M: |
|
114.88% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |