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 |
Bid16:30:35 |
Ask16:30:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.64EUR |
-0.43% |
4.14
Bid Size: 5,000 |
4.64
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: |
|
- |
