JP Morgan Call 310 WAT 16.08.2024
/ DE000JB9MUH6
JP Morgan Call 310 WAT 16.08.2024/ DE000JB9MUH6 /
| 07/08/2024 09:54:42 |
Chg.+0.05 |
Bid19:33:14 |
Ask19:33:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.48EUR |
+2.06% |
1.82
Bid Size: 5,000 |
2.32
Ask Size: 5,000 |
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: |
8.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.97 |
| Intrinsic value: |
1.91 |
| Implied volatility: |
1.26 |
| Historic volatility: |
0.27 |
| Parity: |
1.91 |
| Time value: |
1.50 |
| Break-even: |
317.83 |
| Moneyness: |
1.07 |
| Premium: |
0.05 |
| Premium p.a.: |
6.09 |
| Spread abs.: |
1.00 |
| Spread %: |
41.49% |
| Delta: |
0.67 |
| Theta: |
-1.23 |
| Omega: |
5.93 |
| Rho: |
0.04 |
Quote data
| Open: |
2.48 |
| High: |
2.48 |
| Low: |
2.48 |
| Previous Close: |
2.43 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.22% |
| 1 Month |
|
|
+150.51% |
| 3 Months |
|
|
-33.69% |
| 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: |
|
- |
