JP Morgan Call 320 WAT 20.12.2024
/ DE000JB4VB36
JP Morgan Call 320 WAT 20.12.2024/ DE000JB4VB36 /
| 08/11/2024 09:22:56 |
Chg.- |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.58EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Waters Corp |
320.00 - |
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 - |
| Maturity: |
20/12/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
08/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.58 |
| Intrinsic value: |
2.02 |
| Implied volatility: |
1.41 |
| Historic volatility: |
0.32 |
| Parity: |
2.02 |
| Time value: |
4.56 |
| Break-even: |
385.80 |
| Moneyness: |
1.06 |
| Premium: |
0.13 |
| Premium p.a.: |
3.20 |
| Spread abs.: |
0.03 |
| Spread %: |
0.46% |
| Delta: |
0.64 |
| Theta: |
-0.84 |
| Omega: |
3.32 |
| Rho: |
0.13 |
Quote data
| Open: |
6.58 |
| High: |
6.58 |
| Low: |
6.58 |
| Previous Close: |
6.70 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+38.82% |
| 3 Months |
|
|
+38.53% |
| YTD |
|
|
-2.95% |
| 1 Year |
|
|
+108.89% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
7.39 |
2.46 |
| 6M High / 6M Low: |
7.39 |
2.26 |
| High (YTD): |
08/03/2024 |
7.91 |
| Low (YTD): |
10/07/2024 |
2.26 |
| 52W High: |
08/03/2024 |
7.91 |
| 52W Low: |
10/07/2024 |
2.26 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.06 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.87 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
699.37% |
| Volatility 6M: |
|
266.95% |
| Volatility 1Y: |
|
199.13% |
| Volatility 3Y: |
|
- |
