JP Morgan Call 310 WAT 16.08.2024
/ DE000JB9MUH6
JP Morgan Call 310 WAT 16.08.2024/ DE000JB9MUH6 /
| 2024-08-06 9:54:41 AM |
Chg.-0.73 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.43EUR |
-23.10% |
-
Bid Size: - |
-
Ask Size: - |
Waters Corp |
310.00 USD |
2024-08-16 |
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: |
2024-08-16 |
| Issue date: |
2024-01-05 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.80 |
| Intrinsic value: |
1.72 |
| Implied volatility: |
0.93 |
| Historic volatility: |
0.27 |
| Parity: |
1.72 |
| Time value: |
1.07 |
| Break-even: |
311.03 |
| Moneyness: |
1.06 |
| Premium: |
0.04 |
| Premium p.a.: |
2.61 |
| Spread abs.: |
0.64 |
| Spread %: |
29.66% |
| Delta: |
0.68 |
| Theta: |
-0.84 |
| Omega: |
7.30 |
| Rho: |
0.05 |
Quote data
| Open: |
2.43 |
| High: |
2.43 |
| Low: |
2.43 |
| Previous Close: |
3.16 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.95% |
| 1 Month |
|
|
+145.45% |
| 3 Months |
|
|
-35.03% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.96 |
2.43 |
| 1M High / 1M Low: |
3.96 |
0.76 |
| 6M High / 6M Low: |
7.07 |
0.76 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.78 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.74 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
447.09% |
| Volatility 6M: |
|
218.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
