JP Morgan Call 350 WAT 16.08.2024
/ DE000JB70777
JP Morgan Call 350 WAT 16.08.2024/ DE000JB70777 /
| 09/07/2024 11:54:54 |
Chg.- |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.180EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Waters Corp |
350.00 - |
16/08/2024 |
Call |
Master data
| WKN: |
JB7077 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 - |
| Maturity: |
16/08/2024 |
| Issue date: |
18/12/2023 |
| Last trading day: |
11/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
41.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.84 |
| Historic volatility: |
0.27 |
| Parity: |
-8.39 |
| Time value: |
0.64 |
| Break-even: |
356.40 |
| Moneyness: |
0.76 |
| Premium: |
0.34 |
| Premium p.a.: |
18.32 |
| Spread abs.: |
0.50 |
| Spread %: |
357.14% |
| Delta: |
0.19 |
| Theta: |
-0.27 |
| Omega: |
7.77 |
| Rho: |
0.04 |
Quote data
| Open: |
0.180 |
| High: |
0.180 |
| Low: |
0.180 |
| Previous Close: |
0.180 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.29% |
| 1 Month |
|
|
-74.29% |
| 3 Months |
|
|
-94.17% |
| YTD |
|
|
-95.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.190 |
0.180 |
| 1M High / 1M Low: |
0.700 |
0.180 |
| 6M High / 6M Low: |
4.890 |
0.180 |
| High (YTD): |
08/03/2024 |
4.890 |
| Low (YTD): |
09/07/2024 |
0.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.183 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.391 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.539 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
196.28% |
| Volatility 6M: |
|
175.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
