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JP Morgan Call 340 WAT 20.12.2024/  DE000JB4VB51  /

EUWAX
10/14/2024  9:22:46 AM Chg.+0.29 Bid5:09:58 PM Ask5:09:58 PM Underlying Strike price Expiration date Option type
3.76EUR +8.36% 3.78
Bid Size: 5,000		 4.28
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:   -