JP Morgan Call 320 WAT 20.12.2024
/ DE000JB4VB36
JP Morgan Call 320 WAT 20.12.2024/ DE000JB4VB36 /
9/12/2024 9:20:28 AM |
Chg.-0.02 |
Bid8:06:01 PM |
Ask8:06:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.59EUR |
-0.55% |
3.29 Bid Size: 5,000 |
3.79 Ask Size: 5,000 |
Waters Corp |
320.00 USD |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
10/10/2023 |
Last trading day: |
12/19/2024 |
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): |
3/8/2024 |
7.91 |
Low (YTD): |
7/10/2024 |
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: |
|
- |