JP Morgan Call 360 WAT 20.12.2024
/ DE000JB4VB77
JP Morgan Call 360 WAT 20.12.2024/ DE000JB4VB77 /
| 2024-08-06 8:58:39 AM |
Chg.-0.45 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.92EUR |
-13.35% |
-
Bid Size: - |
-
Ask Size: - |
Waters Corp |
360.00 USD |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.27 |
| Parity: |
-2.85 |
| Time value: |
4.41 |
| Break-even: |
372.85 |
| Moneyness: |
0.91 |
| Premium: |
0.24 |
| Premium p.a.: |
0.79 |
| Spread abs.: |
1.83 |
| Spread %: |
70.67% |
| Delta: |
0.52 |
| Theta: |
-0.21 |
| Omega: |
3.54 |
| Rho: |
0.42 |
Quote data
| Open: |
2.92 |
| High: |
2.92 |
| Low: |
2.92 |
| Previous Close: |
3.37 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.42% |
| 1 Month |
|
|
+122.90% |
| 3 Months |
|
|
-12.84% |
| YTD |
|
|
-42.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.79 |
2.92 |
| 1M High / 1M Low: |
3.79 |
1.16 |
| 6M High / 6M Low: |
6.00 |
1.16 |
| High (YTD): |
2024-03-08 |
6.00 |
| Low (YTD): |
2024-07-10 |
1.16 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.09 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.39 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
230.53% |
| Volatility 6M: |
|
148.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
