JP Morgan Call 310 WAT 15.11.2024
/ DE000JK6U3E0
JP Morgan Call 310 WAT 15.11.2024/ DE000JK6U3E0 /
| 10/14/2024 12:32:38 PM |
Chg.+0.38 |
Bid5:37:09 PM |
Ask5:37:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.01EUR |
+8.21% |
5.07
Bid Size: 3,000 |
5.57
Ask Size: 3,000 |
Waters Corp |
310.00 USD |
11/15/2024 |
Call |
Master data
| WKN: |
JK6U3E |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
310.00 USD |
| Maturity: |
11/15/2024 |
| Issue date: |
4/19/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.50 |
| Intrinsic value: |
4.39 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.27 |
| Parity: |
4.39 |
| Time value: |
1.17 |
| Break-even: |
339.37 |
| Moneyness: |
1.15 |
| Premium: |
0.04 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.92 |
| Spread %: |
19.72% |
| Delta: |
0.78 |
| Theta: |
-0.37 |
| Omega: |
4.58 |
| Rho: |
0.17 |
Quote data
| Open: |
5.01 |
| High: |
5.01 |
| Low: |
5.01 |
| Previous Close: |
4.63 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.60% |
| 1 Month |
|
|
+55.59% |
| 3 Months |
|
|
+54.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.19 |
4.53 |
| 1M High / 1M Low: |
5.19 |
3.33 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.82 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.38 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
