JP Morgan Call 340 WAT 20.12.2024
/ DE000JB4VB51
JP Morgan Call 340 WAT 20.12.2024/ DE000JB4VB51 /
8/7/2024 8:59:05 AM |
Chg.+0.01 |
Bid5:07:00 PM |
Ask5:07:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.71EUR |
+0.27% |
3.65 Bid Size: 5,000 |
4.35 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: |
6.56 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.80 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.66 |
Historic volatility: |
0.27 |
Parity: |
-0.83 |
Time value: |
4.62 |
Break-even: |
357.39 |
Moneyness: |
0.97 |
Premium: |
0.18 |
Premium p.a.: |
0.56 |
Spread abs.: |
1.00 |
Spread %: |
27.62% |
Delta: |
0.57 |
Theta: |
-0.19 |
Omega: |
3.71 |
Rho: |
0.46 |
Quote data
Open: |
3.71 |
High: |
3.71 |
Low: |
3.71 |
Previous Close: |
3.70 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+14.86% |
1 Month |
|
|
+103.85% |
3 Months |
|
|
-9.73% |
YTD |
|
|
-37.01% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.69 |
3.70 |
1M High / 1M Low: |
4.69 |
1.65 |
6M High / 6M Low: |
6.92 |
1.65 |
High (YTD): |
3/8/2024 |
6.92 |
Low (YTD): |
7/10/2024 |
1.65 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.16 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.73 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.13 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
215.15% |
Volatility 6M: |
|
135.17% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |