JP Morgan Call 360 WAT 20.12.2024
/ DE000JB4VB77
JP Morgan Call 360 WAT 20.12.2024/ DE000JB4VB77 /
12/09/2024 09:20:28 |
Chg.-0.02 |
Bid15:23:02 |
Ask15:23:02 |
Underlying |
Strike price |
Expiration date |
Option type |
1.93EUR |
-1.03% |
1.92 Bid Size: 250 |
2.92 Ask Size: 250 |
Waters Corp |
360.00 USD |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
10/10/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
11.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.69 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.60 |
Historic volatility: |
0.27 |
Parity: |
-3.02 |
Time value: |
2.67 |
Break-even: |
353.67 |
Moneyness: |
0.91 |
Premium: |
0.19 |
Premium p.a.: |
0.91 |
Spread abs.: |
0.91 |
Spread %: |
51.55% |
Delta: |
0.45 |
Theta: |
-0.20 |
Omega: |
5.02 |
Rho: |
0.29 |
Quote data
Open: |
1.93 |
High: |
1.93 |
Low: |
1.93 |
Previous Close: |
1.95 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-11.06% |
1 Month |
|
|
-29.30% |
3 Months |
|
|
-3.02% |
YTD |
|
|
-61.93% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.17 |
1.95 |
1M High / 1M Low: |
2.90 |
1.95 |
6M High / 6M Low: |
5.60 |
1.16 |
High (YTD): |
08/03/2024 |
6.00 |
Low (YTD): |
10/07/2024 |
1.16 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.08 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.55 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.01 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
101.27% |
Volatility 6M: |
|
149.65% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |