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JP Morgan Call 350 WAT 20.12.2024/  DE000JB4VB69  /

EUWAX
11/18/2024  9:03:58 AM Chg.-1.05 Bid8:49:57 PM Ask8:49:57 PM Underlying Strike price Expiration date Option type
2.22EUR -32.11% 1.93
Bid Size: 5,000		 2.23
Ask Size: 5,000		 Waters Corp 350.00 USD 12/20/2024 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: 12/20/2024
Issue date: 10/10/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.83
Leverage: Yes

Calculated values

Fair value: 1.77
Intrinsic value: 0.80
Implied volatility: 0.61
Historic volatility: 0.32
Parity: 0.80
Time value: 2.07
Break-even: 360.94
Moneyness: 1.02
Premium: 0.06
Premium p.a.: 0.96
Spread abs.: 0.66
Spread %: 30.04%
Delta: 0.59
Theta: -0.39
Omega: 7.03
Rho: 0.15
 

Quote data

Open: 2.22
High: 2.22
Low: 2.22
Previous Close: 3.27
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -45.19%
1 Month
  -27.45%
3 Months
  -32.93%
YTD
  -59.42%
1 Year
  -3.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.12 3.27
1M High / 1M Low: 5.00 1.22
6M High / 6M Low: 5.36 1.22
High (YTD): 3/8/2024 6.45
Low (YTD): 11/1/2024 1.22
52W High: 3/8/2024 6.45
52W Low: 11/1/2024 1.22
Avg. price 1W:   3.83
Avg. volume 1W:   0.00
Avg. price 1M:   2.94
Avg. volume 1M:   0.00
Avg. price 6M:   2.77
Avg. volume 6M:   0.00
Avg. price 1Y:   3.59
Avg. volume 1Y:   0.00
Volatility 1M:   954.46%
Volatility 6M:   394.36%
Volatility 1Y:   289.44%
Volatility 3Y:   -