JP Morgan Call 320 WAT 20.12.2024
/ DE000JB4VB36
JP Morgan Call 320 WAT 20.12.2024/ DE000JB4VB36 /
07/08/2024 08:59:05 |
Chg.+0.05 |
Bid11:06:16 |
Ask11:06:16 |
Underlying |
Strike price |
Expiration date |
Option type |
4.64EUR |
+1.09% |
4.66 Bid Size: 250 |
5.66 Ask Size: 250 |
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: |
5.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.72 |
Intrinsic value: |
1.00 |
Implied volatility: |
0.61 |
Historic volatility: |
0.27 |
Parity: |
1.00 |
Time value: |
4.06 |
Break-even: |
343.50 |
Moneyness: |
1.03 |
Premium: |
0.13 |
Premium p.a.: |
0.41 |
Spread abs.: |
0.92 |
Spread %: |
22.08% |
Delta: |
0.62 |
Theta: |
-0.17 |
Omega: |
3.72 |
Rho: |
0.51 |
Quote data
Open: |
4.64 |
High: |
4.64 |
Low: |
4.64 |
Previous Close: |
4.59 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+14.29% |
1 Month |
|
|
+88.62% |
3 Months |
|
|
-6.45% |
YTD |
|
|
-31.56% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.71 |
4.59 |
1M High / 1M Low: |
5.71 |
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: |
|
5.11 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.50 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.97 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
197.95% |
Volatility 6M: |
|
122.71% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |