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JP Morgan Call 330 WAT 20.12.2024/  DE000JB4VB44  /

EUWAX
11/18/2024  9:03:58 AM Chg.-1.30 Bid8:49:57 PM Ask8:49:57 PM Underlying Strike price Expiration date Option type
3.46EUR -27.31% 3.10
Bid Size: 5,000		 3.60
Ask Size: 5,000		 Waters Corp 330.00 USD 12/20/2024 Call
 

Master data

WKN: JB4VB4
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Waters Corp
Type: Warrant
Option type: Call
Strike price: 330.00 USD
Maturity: 12/20/2024
Issue date: 10/10/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.41
Leverage: Yes

Calculated values

Fair value: 3.10
Intrinsic value: 2.70
Implied volatility: 0.78
Historic volatility: 0.32
Parity: 2.70
Time value: 1.89
Break-even: 359.10
Moneyness: 1.09
Premium: 0.06
Premium p.a.: 0.85
Spread abs.: 1.00
Spread %: 27.86%
Delta: 0.69
Theta: -0.45
Omega: 5.09
Rho: 0.16
 

Quote data

Open: 3.46
High: 3.46
Low: 3.46
Previous Close: 4.76
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -38.54%
1 Month
  -16.22%
3 Months
  -18.40%
YTD
  -45.34%
1 Year  
+21.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.72 4.76
1M High / 1M Low: 6.55 1.99
6M High / 6M Low: 6.55 1.94
High (YTD): 3/8/2024 7.40
Low (YTD): 7/10/2024 1.94
52W High: 3/8/2024 7.40
52W Low: 7/10/2024 1.94
Avg. price 1W:   5.39
Avg. volume 1W:   0.00
Avg. price 1M:   4.13
Avg. volume 1M:   0.00
Avg. price 6M:   3.65
Avg. volume 6M:   0.00
Avg. price 1Y:   4.43
Avg. volume 1Y:   0.00
Volatility 1M:   697.89%
Volatility 6M:   297.25%
Volatility 1Y:   221.84%
Volatility 3Y:   -