JP Morgan Call 340 WAT 20.12.2024
/ DE000JB4VB51
JP Morgan Call 340 WAT 20.12.2024/ DE000JB4VB51 /
| 7/11/2024 9:05:16 AM |
Chg.+0.19 |
Bid5:18:14 PM |
Ask5:18:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.84EUR |
+11.52% |
2.40
Bid Size: 5,000 |
3.40
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: |
6.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.27 |
| Parity: |
-4.77 |
| Time value: |
3.86 |
| Break-even: |
352.45 |
| Moneyness: |
0.85 |
| Premium: |
0.32 |
| Premium p.a.: |
0.88 |
| Spread abs.: |
2.00 |
| Spread %: |
107.53% |
| Delta: |
0.48 |
| Theta: |
-0.18 |
| Omega: |
3.34 |
| Rho: |
0.40 |
Quote data
| Open: |
1.84 |
| High: |
1.84 |
| Low: |
1.84 |
| Previous Close: |
1.65 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-30.83% |
| 3 Months |
|
|
-64.55% |
| YTD |
|
|
-68.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.84 |
1.65 |
| 1M High / 1M Low: |
2.66 |
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: |
|
1.76 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.39 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.60% |
| Volatility 6M: |
|
106.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
