JP Morgan Call 340 WAT 16.08.2024/  DE000JB70751  /

EUWAX
2024-08-07  11:37:31 AM Chg.+0.080 Bid8:59:48 PM Ask8:59:48 PM Underlying Strike price Expiration date Option type
0.910EUR +9.64% 0.350
Bid Size: 5,000
0.850
Ask Size: 5,000
Waters Corp 340.00 USD 2024-08-16 Call
 

Master data

WKN: JB7075
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Waters Corp
Type: Warrant
Option type: Call
Strike price: 340.00 USD
Maturity: 2024-08-16
Issue date: 2023-12-18
Last trading day: 2024-08-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.79
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.99
Historic volatility: 0.27
Parity: -0.83
Time value: 1.53
Break-even: 326.49
Moneyness: 0.97
Premium: 0.08
Premium p.a.: 20.07
Spread abs.: 0.70
Spread %: 84.34%
Delta: 0.46
Theta: -1.05
Omega: 9.18
Rho: 0.03
 

Quote data

Open: 0.910
High: 0.910
Low: 0.910
Previous Close: 0.830
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.41%
1 Month  
+225.00%
3 Months
  -60.78%
YTD
  -80.09%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.290 0.830
1M High / 1M Low: 1.290 0.220
6M High / 6M Low: 5.370 0.220
High (YTD): 2024-03-08 5.370
Low (YTD): 2024-07-10 0.220
52W High: - -
52W Low: - -
Avg. price 1W:   1.112
Avg. volume 1W:   0.000
Avg. price 1M:   0.638
Avg. volume 1M:   0.000
Avg. price 6M:   2.480
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   610.05%
Volatility 6M:   296.17%
Volatility 1Y:   -
Volatility 3Y:   -