JP Morgan Call 320 WAT 20.12.2024
/ DE000JB4VB36
JP Morgan Call 320 WAT 20.12.2024/ DE000JB4VB36 /
| 2024-09-12 9:20:28 AM |
Chg.-0.02 |
Bid6:53:59 PM |
Ask6:53:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.59EUR |
-0.55% |
3.27
Bid Size: 5,000 |
3.77
Ask Size: 5,000 |
Waters Corp |
320.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
JB4VB3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.10 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.27 |
| Parity: |
0.61 |
| Time value: |
3.57 |
| Break-even: |
332.41 |
| Moneyness: |
1.02 |
| Premium: |
0.12 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.91 |
| Spread %: |
27.78% |
| Delta: |
0.60 |
| Theta: |
-0.20 |
| Omega: |
4.27 |
| Rho: |
0.37 |
Quote data
| Open: |
3.59 |
| High: |
3.59 |
| Low: |
3.59 |
| Previous Close: |
3.61 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.42% |
| 1 Month |
|
|
-20.22% |
| 3 Months |
|
|
+7.81% |
| YTD |
|
|
-47.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.92 |
3.61 |
| 1M High / 1M Low: |
4.75 |
3.61 |
| 6M High / 6M Low: |
7.44 |
2.26 |
| High (YTD): |
2024-03-08 |
7.91 |
| Low (YTD): |
2024-07-10 |
2.26 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.80 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.61 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.24% |
| Volatility 6M: |
|
122.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
