JP Morgan Call 320 WAT 20.12.2024
/ DE000JB4VB36
JP Morgan Call 320 WAT 20.12.2024/ DE000JB4VB36 /
10/14/2024 9:22:46 AM |
Chg.+0.35 |
Bid5:14:58 PM |
Ask5:14:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.95EUR |
+7.61% |
5.01 Bid Size: 5,000 |
5.51 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: |
5.99 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.93 |
Intrinsic value: |
3.48 |
Implied volatility: |
0.63 |
Historic volatility: |
0.27 |
Parity: |
3.48 |
Time value: |
2.00 |
Break-even: |
347.70 |
Moneyness: |
1.12 |
Premium: |
0.06 |
Premium p.a.: |
0.38 |
Spread abs.: |
0.92 |
Spread %: |
20.08% |
Delta: |
0.72 |
Theta: |
-0.24 |
Omega: |
4.29 |
Rho: |
0.33 |
Quote data
Open: |
4.95 |
High: |
4.95 |
Low: |
4.95 |
Previous Close: |
4.60 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.77% |
1 Month |
|
|
+51.38% |
3 Months |
|
|
+51.38% |
YTD |
|
|
-26.99% |
1 Year |
|
|
+63.91% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.10 |
4.60 |
1M High / 1M Low: |
5.13 |
3.43 |
6M High / 6M Low: |
7.20 |
2.26 |
High (YTD): |
3/8/2024 |
7.91 |
Low (YTD): |
7/10/2024 |
2.26 |
52W High: |
3/8/2024 |
7.91 |
52W Low: |
7/10/2024 |
2.26 |
Avg. price 1W: |
|
4.83 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.44 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.20 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
4.71 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
111.22% |
Volatility 6M: |
|
127.45% |
Volatility 1Y: |
|
114.80% |
Volatility 3Y: |
|
- |