JP Morgan Call 350 WAT 20.12.2024
/ DE000JB4VB69
JP Morgan Call 350 WAT 20.12.2024/ DE000JB4VB69 /
12/09/2024 09:20:28 |
Chg.-0.02 |
Bid18:59:37 |
Ask18:59:37 |
Underlying |
Strike price |
Expiration date |
Option type |
2.29EUR |
-0.87% |
2.06 Bid Size: 5,000 |
2.56 Ask Size: 5,000 |
Waters Corp |
350.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
JB4VB6 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Waters Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
350.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
10/10/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.90 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.94 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.61 |
Historic volatility: |
0.27 |
Parity: |
-2.11 |
Time value: |
3.00 |
Break-even: |
347.85 |
Moneyness: |
0.93 |
Premium: |
0.17 |
Premium p.a.: |
0.80 |
Spread abs.: |
0.91 |
Spread %: |
43.48% |
Delta: |
0.49 |
Theta: |
-0.20 |
Omega: |
4.83 |
Rho: |
0.31 |
Quote data
Open: |
2.29 |
High: |
2.29 |
Low: |
2.29 |
Previous Close: |
2.31 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.20% |
1 Month |
|
|
-26.60% |
3 Months |
|
|
+0.44% |
YTD |
|
|
-58.14% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.55 |
2.31 |
1M High / 1M Low: |
3.31 |
2.31 |
6M High / 6M Low: |
6.03 |
1.39 |
High (YTD): |
08/03/2024 |
6.45 |
Low (YTD): |
10/07/2024 |
1.39 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.46 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.95 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.37 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
94.05% |
Volatility 6M: |
|
139.95% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |