JP Morgan Call 320 WAT 15.11.2024
/ DE000JK6PMH1
JP Morgan Call 320 WAT 15.11.2024/ DE000JK6PMH1 /
8/7/2024 8:42:22 AM |
Chg.-0.05 |
Bid1:02:04 PM |
Ask1:02:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.15EUR |
-1.19% |
4.19 Bid Size: 250 |
5.19 Ask Size: 250 |
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: |
6.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.40 |
Intrinsic value: |
1.00 |
Implied volatility: |
0.71 |
Historic volatility: |
0.27 |
Parity: |
1.00 |
Time value: |
4.04 |
Break-even: |
343.28 |
Moneyness: |
1.03 |
Premium: |
0.13 |
Premium p.a.: |
0.58 |
Spread abs.: |
1.00 |
Spread %: |
24.75% |
Delta: |
0.62 |
Theta: |
-0.23 |
Omega: |
3.72 |
Rho: |
0.38 |
Quote data
Open: |
4.15 |
High: |
4.15 |
Low: |
4.15 |
Previous Close: |
4.20 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+15.60% |
1 Month |
|
|
+100.48% |
3 Months |
|
|
-9.78% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.23 |
4.20 |
1M High / 1M Low: |
5.23 |
1.83 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.66 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.05 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
217.15% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |