JP Morgan Call 350 WAT 15.11.2024
/ DE000JK5FAW8
JP Morgan Call 350 WAT 15.11.2024/ DE000JK5FAW8 /
| 8/7/2024 8:52:09 AM |
Chg.-0.06 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.78EUR |
-2.11% |
-
Bid Size: - |
-
Ask Size: - |
Waters Corp |
350.00 USD |
11/15/2024 |
Call |
Master data
| WKN: |
JK5FAW |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 USD |
| Maturity: |
11/15/2024 |
| Issue date: |
3/19/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.27 |
| Parity: |
-1.75 |
| Time value: |
3.38 |
| Break-even: |
354.11 |
| Moneyness: |
0.95 |
| Premium: |
0.17 |
| Premium p.a.: |
0.77 |
| Spread abs.: |
0.92 |
| Spread %: |
37.17% |
| Delta: |
0.51 |
| Theta: |
-0.21 |
| Omega: |
4.57 |
| Rho: |
0.33 |
Quote data
| Open: |
2.78 |
| High: |
2.78 |
| Low: |
2.78 |
| Previous Close: |
2.84 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.88% |
| 1 Month |
|
|
+127.87% |
| 3 Months |
|
|
-17.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.70 |
2.84 |
| 1M High / 1M Low: |
3.70 |
1.04 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
249.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
