JP Morgan Call 300 WAT 20.12.2024
/ DE000JB4VB10
JP Morgan Call 300 WAT 20.12.2024/ DE000JB4VB10 /
7/11/2024 9:05:17 AM |
Chg.+0.26 |
Bid9:03:06 PM |
Ask9:03:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.25EUR |
+8.70% |
3.96 Bid Size: 5,000 |
4.66 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: |
6.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.60 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.65 |
Historic volatility: |
0.27 |
Parity: |
-1.08 |
Time value: |
4.27 |
Break-even: |
319.62 |
Moneyness: |
0.96 |
Premium: |
0.20 |
Premium p.a.: |
0.51 |
Spread abs.: |
1.00 |
Spread %: |
30.58% |
Delta: |
0.56 |
Theta: |
-0.15 |
Omega: |
3.51 |
Rho: |
0.48 |
Quote data
Open: |
3.25 |
High: |
3.25 |
Low: |
3.25 |
Previous Close: |
2.99 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+0.31% |
1 Month |
|
|
-23.71% |
3 Months |
|
|
-54.48% |
YTD |
|
|
-58.01% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.24 |
2.99 |
1M High / 1M Low: |
4.26 |
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: |
|
3.14 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.53 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
6.18 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
71.98% |
Volatility 6M: |
|
86.89% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |