JP Morgan Call 340 WAT 16.08.2024
/ DE000JB70751
JP Morgan Call 340 WAT 16.08.2024/ DE000JB70751 /
| 2024-07-11 12:08:31 PM |
Chg.+0.080 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
+36.36% |
-
Bid Size: - |
-
Ask Size: - |
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: |
22.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.82 |
| Historic volatility: |
0.27 |
| Parity: |
-4.77 |
| Time value: |
1.21 |
| Break-even: |
325.94 |
| Moneyness: |
0.85 |
| Premium: |
0.22 |
| Premium p.a.: |
6.81 |
| Spread abs.: |
0.92 |
| Spread %: |
322.58% |
| Delta: |
0.31 |
| Theta: |
-0.35 |
| Omega: |
6.84 |
| Rho: |
0.07 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.300 |
| Previous Close: |
0.220 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.23% |
| 1 Month |
|
|
-67.74% |
| 3 Months |
|
|
-91.45% |
| YTD |
|
|
-93.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.220 |
| 1M High / 1M Low: |
0.930 |
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: |
|
0.263 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.525 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.877 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
180.39% |
| Volatility 6M: |
|
163.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
