JP Morgan Call 310 WAT 20.12.2024
/ DE000JB4VB28
JP Morgan Call 310 WAT 20.12.2024/ DE000JB4VB28 /
| 2024-08-07 8:59:04 AM |
Chg.+0.06 |
Bid5:01:02 PM |
Ask5:01:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.15EUR |
+1.18% |
4.99
Bid Size: 5,000 |
5.69
Ask Size: 5,000 |
Waters Corp |
310.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
JB4VB2 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
310.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.27 |
| Intrinsic value: |
1.91 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.27 |
| Parity: |
1.91 |
| Time value: |
4.12 |
| Break-even: |
344.03 |
| Moneyness: |
1.07 |
| Premium: |
0.14 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
1.00 |
| Spread %: |
19.88% |
| Delta: |
0.65 |
| Theta: |
-0.19 |
| Omega: |
3.29 |
| Rho: |
0.51 |
Quote data
| Open: |
5.15 |
| High: |
5.15 |
| Low: |
5.15 |
| Previous Close: |
5.09 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.12% |
| 1 Month |
|
|
+82.62% |
| 3 Months |
|
|
-4.98% |
| YTD |
|
|
-28.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.27 |
5.09 |
| 1M High / 1M Low: |
6.27 |
2.61 |
| 6M High / 6M Low: |
8.45 |
2.61 |
| High (YTD): |
2024-03-08 |
8.45 |
| Low (YTD): |
2024-07-10 |
2.61 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.73 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.43 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
215.80% |
| Volatility 6M: |
|
124.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
