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JP Morgan Call 350 WAT 20.12.2024/  DE000JB4VB69  /

EUWAX
14/10/2024  09:22:46 Chg.+0.27 Bid17:44:55 Ask17:44:55 Underlying Strike price Expiration date Option type
3.23EUR +9.12% 3.28
Bid Size: 5,000		 3.78
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: 9.02
Leverage: Yes

Calculated values

Fair value: 1.98
Intrinsic value: 0.73
Implied volatility: 0.57
Historic volatility: 0.27
Parity: 0.73
Time value: 2.90
Break-even: 356.76
Moneyness: 1.02
Premium: 0.09
Premium p.a.: 0.59
Spread abs.: 0.64
Spread %: 21.41%
Delta: 0.59
Theta: -0.25
Omega: 5.36
Rho: 0.29
 

Quote data

Open: 3.23
High: 3.23
Low: 3.23
Previous Close: 2.96
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.90%
1 Month  
+59.90%
3 Months  
+56.04%
YTD
  -40.95%
1 Year  
+49.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.41 2.96
1M High / 1M Low: 3.49 2.14
6M High / 6M Low: 5.67 1.39
High (YTD): 08/03/2024 6.45
Low (YTD): 10/07/2024 1.39
52W High: 08/03/2024 6.45
52W Low: 10/07/2024 1.39
Avg. price 1W:   3.17
Avg. volume 1W:   0.00
Avg. price 1M:   2.91
Avg. volume 1M:   0.00
Avg. price 6M:   2.94
Avg. volume 6M:   0.00
Avg. price 1Y:   3.50
Avg. volume 1Y:   0.00
Volatility 1M:   143.57%
Volatility 6M:   147.68%
Volatility 1Y:   133.18%
Volatility 3Y:   -