JP Morgan Call 320 WAT 16.08.2024
/ DE000JB70785
JP Morgan Call 320 WAT 16.08.2024/ DE000JB70785 /
| 11/07/2024 12:08:31 |
Chg.+0.140 |
Bid21:09:23 |
Ask21:09:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
+26.92% |
1.060
Bid Size: 5,000 |
1.360
Ask Size: 5,000 |
Waters Corp |
320.00 USD |
16/08/2024 |
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: |
16/08/2024 |
| Issue date: |
18/12/2023 |
| Last trading day: |
15/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.27 |
| Parity: |
-2.93 |
| Time value: |
1.38 |
| Break-even: |
309.19 |
| Moneyness: |
0.90 |
| Premium: |
0.16 |
| Premium p.a.: |
3.57 |
| Spread abs.: |
0.70 |
| Spread %: |
102.94% |
| Delta: |
0.37 |
| Theta: |
-0.33 |
| Omega: |
7.17 |
| Rho: |
0.08 |
Quote data
| Open: |
0.660 |
| High: |
0.660 |
| Low: |
0.660 |
| Previous Close: |
0.520 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.54% |
| 1 Month |
|
|
-57.14% |
| 3 Months |
|
|
-85.20% |
| YTD |
|
|
-87.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.520 |
| 1M High / 1M Low: |
1.540 |
0.520 |
| 6M High / 6M Low: |
6.440 |
0.520 |
| High (YTD): |
08/03/2024 |
6.440 |
| Low (YTD): |
10/07/2024 |
0.520 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.595 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.971 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.704 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.51% |
| Volatility 6M: |
|
135.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
