JP Morgan Call 320 WAT 16.08.2024
/ DE000JB70785
JP Morgan Call 320 WAT 16.08.2024/ DE000JB70785 /
| 8/7/2024 4:14:18 PM |
Chg.-0.91 |
Bid5:07:56 PM |
Ask5:07:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.53EUR |
-37.30% |
1.67
Bid Size: 5,000 |
2.17
Ask Size: 5,000 |
Waters Corp |
320.00 USD |
8/16/2024 |
Call |
Master data
| WKN: |
JB7078 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
12/18/2023 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.17 |
| Intrinsic value: |
1.00 |
| Implied volatility: |
1.02 |
| Historic volatility: |
0.27 |
| Parity: |
1.00 |
| Time value: |
1.45 |
| Break-even: |
317.38 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
5.69 |
| Spread abs.: |
0.70 |
| Spread %: |
40.00% |
| Delta: |
0.62 |
| Theta: |
-1.04 |
| Omega: |
7.61 |
| Rho: |
0.04 |
Quote data
| Open: |
1.53 |
| High: |
1.53 |
| Low: |
1.53 |
| Previous Close: |
2.44 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.93% |
| 1 Month |
|
|
+146.77% |
| 3 Months |
|
|
-50.80% |
| YTD |
|
|
-72.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.44 |
2.20 |
| 1M High / 1M Low: |
2.44 |
0.52 |
| 6M High / 6M Low: |
6.44 |
0.52 |
| High (YTD): |
3/8/2024 |
6.44 |
| Low (YTD): |
7/10/2024 |
0.52 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.30 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
447.82% |
| Volatility 6M: |
|
225.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
