JP Morgan Call 310 WAT 20.12.2024
/ DE000JB4VB28
JP Morgan Call 310 WAT 20.12.2024/ DE000JB4VB28 /
| 2024-11-04 10:52:48 AM |
Chg.- |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.31EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Waters Corp |
310.00 - |
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 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-11-05 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.36 |
| Intrinsic value: |
3.02 |
| Implied volatility: |
1.72 |
| Historic volatility: |
0.32 |
| Parity: |
3.02 |
| Time value: |
5.16 |
| Break-even: |
391.80 |
| Moneyness: |
1.10 |
| Premium: |
0.15 |
| Premium p.a.: |
4.00 |
| Spread abs.: |
1.15 |
| Spread %: |
16.36% |
| Delta: |
0.67 |
| Theta: |
-0.99 |
| Omega: |
2.79 |
| Rho: |
0.13 |
Quote data
| Open: |
7.51 |
| High: |
7.51 |
| Low: |
7.31 |
| Previous Close: |
2.98 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+35.87% |
| 3 Months |
|
|
+38.19% |
| YTD |
|
|
+0.83% |
| 1 Year |
|
|
+110.06% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
7.31 |
2.98 |
| 6M High / 6M Low: |
7.37 |
2.61 |
| High (YTD): |
2024-03-08 |
8.45 |
| Low (YTD): |
2024-07-10 |
2.61 |
| 52W High: |
2024-03-08 |
8.45 |
| 52W Low: |
2024-07-10 |
2.61 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.11 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.48 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
5.32 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
721.89% |
| Volatility 6M: |
|
245.38% |
| Volatility 1Y: |
|
182.73% |
| Volatility 3Y: |
|
- |
