JP Morgan Call 330 WAT 20.12.2024
/ DE000JB4VB44
JP Morgan Call 330 WAT 20.12.2024/ DE000JB4VB44 /
12/09/2024 09:20:28 |
Chg.-0.02 |
Bid13:56:43 |
Ask13:56:43 |
Underlying |
Strike price |
Expiration date |
Option type |
3.12EUR |
-0.64% |
3.13 Bid Size: 250 |
4.13 Ask Size: 250 |
Waters Corp |
330.00 USD |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
10/10/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.19 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.64 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.67 |
Historic volatility: |
0.27 |
Parity: |
-0.30 |
Time value: |
4.13 |
Break-even: |
341.02 |
Moneyness: |
0.99 |
Premium: |
0.15 |
Premium p.a.: |
0.67 |
Spread abs.: |
1.00 |
Spread %: |
31.95% |
Delta: |
0.57 |
Theta: |
-0.22 |
Omega: |
4.09 |
Rho: |
0.35 |
Quote data
Open: |
3.12 |
High: |
3.12 |
Low: |
3.12 |
Previous Close: |
3.14 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-9.04% |
1 Month |
|
|
-22.19% |
3 Months |
|
|
+5.41% |
YTD |
|
|
-50.71% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.43 |
3.14 |
1M High / 1M Low: |
4.24 |
3.14 |
6M High / 6M Low: |
6.95 |
1.94 |
High (YTD): |
08/03/2024 |
7.40 |
Low (YTD): |
10/07/2024 |
1.94 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.31 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.86 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.17 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
81.05% |
Volatility 6M: |
|
128.21% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |