JP Morgan Call 340 WAT 20.12.2024
/ DE000JB4VB51
JP Morgan Call 340 WAT 20.12.2024/ DE000JB4VB51 /
| 11/18/2024 9:03:58 AM |
Chg.-1.18 |
Bid8:51:56 PM |
Ask8:51:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.80EUR |
-29.65% |
2.47
Bid Size: 5,000 |
2.97
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: |
8.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.39 |
| Intrinsic value: |
1.75 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.32 |
| Parity: |
1.75 |
| Time value: |
2.17 |
| Break-even: |
361.90 |
| Moneyness: |
1.05 |
| Premium: |
0.06 |
| Premium p.a.: |
1.02 |
| Spread abs.: |
1.00 |
| Spread %: |
34.25% |
| Delta: |
0.64 |
| Theta: |
-0.45 |
| Omega: |
5.57 |
| Rho: |
0.16 |
Quote data
| Open: |
2.80 |
| High: |
2.80 |
| Low: |
2.80 |
| Previous Close: |
3.98 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-41.79% |
| 1 Month |
|
|
-21.57% |
| 3 Months |
|
|
-25.53% |
| YTD |
|
|
-52.46% |
| 1 Year |
|
|
+9.38% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.89 |
3.98 |
| 1M High / 1M Low: |
5.75 |
1.58 |
| 6M High / 6M Low: |
5.82 |
1.58 |
| High (YTD): |
3/8/2024 |
6.92 |
| Low (YTD): |
11/1/2024 |
1.58 |
| 52W High: |
3/8/2024 |
6.92 |
| 52W Low: |
11/1/2024 |
1.58 |
| Avg. price 1W: |
|
4.58 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.51 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.19 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.00 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
808.03% |
| Volatility 6M: |
|
339.55% |
| Volatility 1Y: |
|
251.34% |
| Volatility 3Y: |
|
- |
