JP Morgan Call 300 WAT 20.12.2024
/ DE000JB4VB10
JP Morgan Call 300 WAT 20.12.2024/ DE000JB4VB10 /
| 2024-11-04 10:52:48 AM |
Chg.- |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.13EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Waters Corp |
300.00 - |
2024-12-20 |
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 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-11-05 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.23 |
| Intrinsic value: |
4.02 |
| Implied volatility: |
1.57 |
| Historic volatility: |
0.32 |
| Parity: |
4.02 |
| Time value: |
4.11 |
| Break-even: |
381.30 |
| Moneyness: |
1.13 |
| Premium: |
0.12 |
| Premium p.a.: |
2.67 |
| Spread abs.: |
0.26 |
| Spread %: |
3.30% |
| Delta: |
0.69 |
| Theta: |
-0.88 |
| Omega: |
2.91 |
| Rho: |
0.14 |
Quote data
| Open: |
8.33 |
| High: |
8.33 |
| Low: |
8.13 |
| Previous Close: |
3.54 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+33.94% |
| 3 Months |
|
|
+38.50% |
| YTD |
|
|
+5.04% |
| 1 Year |
|
|
+112.27% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
8.13 |
3.54 |
| 6M High / 6M Low: |
8.13 |
2.99 |
| High (YTD): |
2024-03-08 |
9.00 |
| Low (YTD): |
2024-07-10 |
2.99 |
| 52W High: |
2024-03-08 |
9.00 |
| 52W Low: |
2024-07-10 |
2.99 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.74 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.01 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
5.83 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
644.95% |
| Volatility 6M: |
|
220.82% |
| Volatility 1Y: |
|
165.85% |
| Volatility 3Y: |
|
- |
