JP Morgan Call 310 WAT 20.12.2024
/ DE000JB4VB28
JP Morgan Call 310 WAT 20.12.2024/ DE000JB4VB28 /
9/12/2024 9:20:28 AM |
Chg.-0.03 |
Bid4:45:10 PM |
Ask4:45:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.09EUR |
-0.73% |
3.63 Bid Size: 5,000 |
4.13 Ask Size: 5,000 |
Waters Corp |
310.00 USD |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
10/10/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.65 |
Intrinsic value: |
1.52 |
Implied volatility: |
0.70 |
Historic volatility: |
0.27 |
Parity: |
1.52 |
Time value: |
3.59 |
Break-even: |
332.65 |
Moneyness: |
1.05 |
Premium: |
0.12 |
Premium p.a.: |
0.52 |
Spread abs.: |
1.00 |
Spread %: |
24.33% |
Delta: |
0.64 |
Theta: |
-0.22 |
Omega: |
3.70 |
Rho: |
0.37 |
Quote data
Open: |
4.09 |
High: |
4.09 |
Low: |
4.09 |
Previous Close: |
4.12 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.88% |
1 Month |
|
|
-18.53% |
3 Months |
|
|
+9.36% |
YTD |
|
|
-43.59% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.44 |
4.12 |
1M High / 1M Low: |
5.29 |
4.12 |
6M High / 6M Low: |
7.96 |
2.61 |
High (YTD): |
3/8/2024 |
8.45 |
Low (YTD): |
7/10/2024 |
2.61 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.31 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.89 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
5.09 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
70.37% |
Volatility 6M: |
|
123.96% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |