JP Morgan Call 330 WAT 16.08.2024
/ DE000JB70769
JP Morgan Call 330 WAT 16.08.2024/ DE000JB70769 /
| 8/5/2024 11:24:00 AM |
Chg.- |
Bid9:01:06 AM |
Ask9:01:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.82EUR |
- |
1.28
Bid Size: 250 |
1.98
Ask Size: 250 |
Waters Corp |
330.00 USD |
8/16/2024 |
Call |
Master data
| WKN: |
JB7076 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
330.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
12/18/2023 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.00 |
| Historic volatility: |
0.27 |
| Parity: |
-0.11 |
| Time value: |
1.94 |
| Break-even: |
320.75 |
| Moneyness: |
1.00 |
| Premium: |
0.07 |
| Premium p.a.: |
10.10 |
| Spread abs.: |
0.70 |
| Spread %: |
56.45% |
| Delta: |
0.53 |
| Theta: |
-1.00 |
| Omega: |
8.15 |
| Rho: |
0.04 |
Quote data
| Open: |
1.82 |
| High: |
1.82 |
| Low: |
1.82 |
| Previous Close: |
1.74 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.82% |
| 1 Month |
|
|
+333.33% |
| 3 Months |
|
|
-32.59% |
| YTD |
|
|
-63.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.27 |
1.61 |
| 1M High / 1M Low: |
2.27 |
0.35 |
| 6M High / 6M Low: |
5.89 |
0.35 |
| High (YTD): |
3/8/2024 |
5.89 |
| Low (YTD): |
7/10/2024 |
0.35 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.86 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.97 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.87 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
595.96% |
| Volatility 6M: |
|
283.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
