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 |
Bid7:10:39 PM |
Ask7:10:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.09EUR |
-0.73% |
3.79
Bid Size: 5,000 |
4.29
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: |
|
- |
