JP Morgan Call 310 WAT 16.08.2024
/ DE000JB9MUH6
JP Morgan Call 310 WAT 16.08.2024/ DE000JB9MUH6 /
| 11/07/2024 10:05:44 |
Chg.+0.180 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
+23.68% |
-
Bid Size: - |
-
Ask Size: - |
Waters Corp |
310.00 USD |
16/08/2024 |
Call |
Master data
| WKN: |
JB9MUH |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
310.00 USD |
| Maturity: |
16/08/2024 |
| Issue date: |
05/01/2024 |
| Last trading day: |
15/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.27 |
| Parity: |
-2.00 |
| Time value: |
1.53 |
| Break-even: |
301.48 |
| Moneyness: |
0.93 |
| Premium: |
0.13 |
| Premium p.a.: |
2.54 |
| Spread abs.: |
0.65 |
| Spread %: |
72.92% |
| Delta: |
0.42 |
| Theta: |
-0.32 |
| Omega: |
7.22 |
| Rho: |
0.09 |
Quote data
| Open: |
0.940 |
| High: |
0.940 |
| Low: |
0.940 |
| Previous Close: |
0.760 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.84% |
| 1 Month |
|
|
-53.00% |
| 3 Months |
|
|
-81.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.020 |
0.760 |
| 1M High / 1M Low: |
2.000 |
0.760 |
| 6M High / 6M Low: |
7.070 |
0.760 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.904 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.283 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.146 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.85% |
| Volatility 6M: |
|
123.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
