JP Morgan Call 340 WAT 15.11.2024
/ DE000JK4PHK0
JP Morgan Call 340 WAT 15.11.2024/ DE000JK4PHK0 /
| 10/14/2024 10:09:23 AM |
Chg.+0.26 |
Bid3:01:55 PM |
Ask3:01:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.05EUR |
+9.32% |
3.03
Bid Size: 250 |
3.73
Ask Size: 250 |
Waters Corp |
340.00 USD |
11/15/2024 |
Call |
Master data
| WKN: |
JK4PHK |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
340.00 USD |
| Maturity: |
11/15/2024 |
| Issue date: |
3/20/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.10 |
| Intrinsic value: |
1.65 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.27 |
| Parity: |
1.65 |
| Time value: |
2.14 |
| Break-even: |
349.16 |
| Moneyness: |
1.05 |
| Premium: |
0.07 |
| Premium p.a.: |
1.06 |
| Spread abs.: |
0.70 |
| Spread %: |
22.65% |
| Delta: |
0.64 |
| Theta: |
-0.44 |
| Omega: |
5.52 |
| Rho: |
0.15 |
Quote data
| Open: |
3.05 |
| High: |
3.05 |
| Low: |
3.05 |
| Previous Close: |
2.79 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.27% |
| 1 Month |
|
|
+63.98% |
| 3 Months |
|
|
+45.24% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.21 |
2.79 |
| 1M High / 1M Low: |
3.33 |
1.98 |
| 6M High / 6M Low: |
5.75 |
1.27 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.97 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.72 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.85 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
169.81% |
| Volatility 6M: |
|
167.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
