JP Morgan Call 340 WAT 20.12.2024
/ DE000JB4VB51
JP Morgan Call 340 WAT 20.12.2024/ DE000JB4VB51 /
10/14/2024 9:22:46 AM |
Chg.+0.29 |
Bid4:21:03 PM |
Ask4:21:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.76EUR |
+8.36% |
3.76 Bid Size: 5,000 |
4.26 Ask Size: 5,000 |
Waters Corp |
340.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
JB4VB5 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Waters Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
340.00 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: |
6.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.55 |
Intrinsic value: |
1.65 |
Implied volatility: |
0.70 |
Historic volatility: |
0.27 |
Parity: |
1.65 |
Time value: |
3.15 |
Break-even: |
359.26 |
Moneyness: |
1.05 |
Premium: |
0.10 |
Premium p.a.: |
0.65 |
Spread abs.: |
1.00 |
Spread %: |
26.32% |
Delta: |
0.63 |
Theta: |
-0.29 |
Omega: |
4.33 |
Rho: |
0.29 |
Quote data
Open: |
3.76 |
High: |
3.76 |
Low: |
3.76 |
Previous Close: |
3.47 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.62% |
1 Month |
|
|
+56.67% |
3 Months |
|
|
+48.62% |
YTD |
|
|
-36.16% |
1 Year |
|
|
+70.91% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.93 |
3.47 |
1M High / 1M Low: |
4.00 |
2.53 |
6M High / 6M Low: |
6.16 |
1.65 |
High (YTD): |
3/8/2024 |
6.92 |
Low (YTD): |
7/10/2024 |
1.65 |
52W High: |
3/8/2024 |
6.92 |
52W Low: |
7/10/2024 |
1.65 |
Avg. price 1W: |
|
3.68 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.39 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.33 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
3.87 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
129.89% |
Volatility 6M: |
|
142.02% |
Volatility 1Y: |
|
127.45% |
Volatility 3Y: |
|
- |