JP Morgan Call 320 WAT 20.12.2024
/ DE000JB4VB36
JP Morgan Call 320 WAT 20.12.2024/ DE000JB4VB36 /
| 11/07/2024 09:05:16 |
Chg.+0.22 |
Bid20:58:38 |
Ask20:58:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.48EUR |
+9.73% |
3.14
Bid Size: 5,000 |
3.84
Ask Size: 5,000 |
Waters Corp |
320.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
19/12/2024 |
| 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): |
08/03/2024 |
7.91 |
| Low (YTD): |
10/07/2024 |
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: |
|
- |
