JP Morgan Call 330 WAT 15.11.2024
/ DE000JK6UW80
JP Morgan Call 330 WAT 15.11.2024/ DE000JK6UW80 /
12/09/2024 11:24:53 |
Chg.+0.02 |
Bid13:35:46 |
Ask13:35:46 |
Underlying |
Strike price |
Expiration date |
Option type |
2.57EUR |
+0.78% |
2.56 Bid Size: 250 |
3.26 Ask Size: 250 |
Waters Corp |
330.00 USD |
15/11/2024 |
Call |
Master data
WKN: |
JK6UW8 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Waters Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
330.00 USD |
Maturity: |
15/11/2024 |
Issue date: |
12/04/2024 |
Last trading day: |
14/11/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.27 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.67 |
Historic volatility: |
0.27 |
Parity: |
-0.30 |
Time value: |
3.26 |
Break-even: |
332.32 |
Moneyness: |
0.99 |
Premium: |
0.12 |
Premium p.a.: |
0.91 |
Spread abs.: |
0.70 |
Spread %: |
27.34% |
Delta: |
0.55 |
Theta: |
-0.27 |
Omega: |
5.01 |
Rho: |
0.23 |
Quote data
Open: |
2.57 |
High: |
2.57 |
Low: |
2.57 |
Previous Close: |
2.55 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-9.82% |
1 Month |
|
|
-26.36% |
3 Months |
|
|
+1.58% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.85 |
2.55 |
1M High / 1M Low: |
3.70 |
2.55 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.75 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.28 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
97.06% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |