JP Morgan Call 320 WAT 20.12.2024
/ DE000JB4VB36
JP Morgan Call 320 WAT 20.12.2024/ DE000JB4VB36 /
2024-07-11 9:05:16 AM |
Chg.+0.22 |
Bid7:13:56 PM |
Ask7:13:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.48EUR |
+9.73% |
3.11 Bid Size: 5,000 |
3.81 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: |
6.41 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.98 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.72 |
Historic volatility: |
0.27 |
Parity: |
-2.93 |
Time value: |
4.15 |
Break-even: |
336.92 |
Moneyness: |
0.90 |
Premium: |
0.27 |
Premium p.a.: |
0.70 |
Spread abs.: |
1.85 |
Spread %: |
80.00% |
Delta: |
0.52 |
Theta: |
-0.17 |
Omega: |
3.35 |
Rho: |
0.43 |
Quote data
Open: |
2.48 |
High: |
2.48 |
Low: |
2.48 |
Previous Close: |
2.26 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-27.06% |
3 Months |
|
|
-59.41% |
YTD |
|
|
-63.42% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.48 |
2.26 |
1M High / 1M Low: |
3.40 |
2.26 |
6M High / 6M Low: |
7.91 |
2.26 |
High (YTD): |
2024-03-08 |
7.91 |
Low (YTD): |
2024-07-10 |
2.26 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.39 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.74 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
5.24 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
83.28% |
Volatility 6M: |
|
95.60% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |