JP Morgan Call 350 WAT 20.12.2024
/ DE000JB4VB69
JP Morgan Call 350 WAT 20.12.2024/ DE000JB4VB69 /
| 9/12/2024 9:20:28 AM |
Chg.-0.02 |
Bid2:00:19 PM |
Ask2:00:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.29EUR |
-0.87% |
2.30
Bid Size: 250 |
3.30
Ask Size: 250 |
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: |
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): |
3/8/2024 |
6.45 |
| Low (YTD): |
7/10/2024 |
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: |
|
- |
