JP Morgan Call 310 WAT 16.08.2024
/ DE000JB9MUH6
JP Morgan Call 310 WAT 16.08.2024/ DE000JB9MUH6 /
7/11/2024 10:05:44 AM |
Chg.+0.180 |
Bid9:02:52 PM |
Ask9:02:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.940EUR |
+23.68% |
1.460 Bid Size: 5,000 |
1.760 Ask Size: 5,000 |
Waters Corp |
310.00 USD |
8/16/2024 |
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: |
8/16/2024 |
Issue date: |
1/5/2024 |
Last trading day: |
8/15/2024 |
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: |
- |
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: |
|
- |