JP Morgan Call 300 WAT 20.12.2024
/ DE000JB4VB10
JP Morgan Call 300 WAT 20.12.2024/ DE000JB4VB10 /
| 8/7/2024 8:59:04 AM |
Chg.+0.08 |
Bid5:03:47 PM |
Ask5:03:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.69EUR |
+1.43% |
5.55
Bid Size: 5,000 |
6.25
Ask Size: 5,000 |
Waters Corp |
300.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.89 |
| Intrinsic value: |
2.83 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.27 |
| Parity: |
2.83 |
| Time value: |
4.10 |
| Break-even: |
343.86 |
| Moneyness: |
1.10 |
| Premium: |
0.14 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
1.83 |
| Spread %: |
35.91% |
| Delta: |
0.68 |
| Theta: |
-0.20 |
| Omega: |
2.98 |
| Rho: |
0.51 |
Quote data
| Open: |
5.69 |
| High: |
5.69 |
| Low: |
5.69 |
| Previous Close: |
5.61 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.33% |
| 1 Month |
|
|
+76.71% |
| 3 Months |
|
|
-3.56% |
| YTD |
|
|
-26.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.86 |
5.61 |
| 1M High / 1M Low: |
6.86 |
2.99 |
| 6M High / 6M Low: |
9.00 |
2.99 |
| High (YTD): |
3/8/2024 |
9.00 |
| Low (YTD): |
7/10/2024 |
2.99 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.91 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
194.07% |
| Volatility 6M: |
|
115.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
