JP Morgan Call 360 WAT 20.12.2024
/ DE000JB4VB77
JP Morgan Call 360 WAT 20.12.2024/ DE000JB4VB77 /
| 10/14/2024 9:22:46 AM |
Chg.+0.24 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.74EUR |
+9.60% |
-
Bid Size: - |
-
Ask Size: - |
Waters Corp |
360.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
JB4VB7 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
360.00 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: |
9.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.50 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.27 |
| Parity: |
-0.19 |
| Time value: |
3.47 |
| Break-even: |
364.27 |
| Moneyness: |
0.99 |
| Premium: |
0.11 |
| Premium p.a.: |
0.78 |
| Spread abs.: |
0.70 |
| Spread %: |
25.27% |
| Delta: |
0.55 |
| Theta: |
-0.27 |
| Omega: |
5.23 |
| Rho: |
0.27 |
Quote data
| Open: |
2.74 |
| High: |
2.74 |
| Low: |
2.74 |
| Previous Close: |
2.50 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.79% |
| 1 Month |
|
|
+62.13% |
| 3 Months |
|
|
+53.93% |
| YTD |
|
|
-45.96% |
| 1 Year |
|
|
+43.46% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.93 |
2.50 |
| 1M High / 1M Low: |
3.02 |
1.80 |
| 6M High / 6M Low: |
5.21 |
1.16 |
| High (YTD): |
3/8/2024 |
6.00 |
| Low (YTD): |
7/10/2024 |
1.16 |
| 52W High: |
3/8/2024 |
6.00 |
| 52W Low: |
7/10/2024 |
1.16 |
| Avg. price 1W: |
|
2.70 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.59 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.14 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
159.29% |
| Volatility 6M: |
|
158.93% |
| Volatility 1Y: |
|
142.45% |
| Volatility 3Y: |
|
- |
