JP Morgan Call 320 WAT 15.11.2024
/ DE000JK6PMH1
JP Morgan Call 320 WAT 15.11.2024/ DE000JK6PMH1 /
10/14/2024 8:52:18 AM |
Chg.+0.34 |
Bid7:07:13 PM |
Ask7:07:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.32EUR |
+8.54% |
4.23 Bid Size: 5,000 |
4.73 Ask Size: 5,000 |
Waters Corp |
320.00 USD |
11/15/2024 |
Call |
Master data
WKN: |
JK6PMH |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Waters Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
320.00 USD |
Maturity: |
11/15/2024 |
Issue date: |
4/16/2024 |
Last trading day: |
11/14/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.64 |
Intrinsic value: |
3.48 |
Implied volatility: |
0.90 |
Historic volatility: |
0.27 |
Parity: |
3.48 |
Time value: |
1.88 |
Break-even: |
346.55 |
Moneyness: |
1.12 |
Premium: |
0.06 |
Premium p.a.: |
0.89 |
Spread abs.: |
1.00 |
Spread %: |
22.94% |
Delta: |
0.71 |
Theta: |
-0.48 |
Omega: |
4.37 |
Rho: |
0.16 |
Quote data
Open: |
4.32 |
High: |
4.32 |
Low: |
4.32 |
Previous Close: |
3.98 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.37% |
1 Month |
|
|
+60.00% |
3 Months |
|
|
+50.52% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.46 |
3.98 |
1M High / 1M Low: |
4.54 |
2.85 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.21 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.84 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
126.88% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |