JP Morgan Call 370 WAT 15.11.2024
/ DE000JK5FB10
JP Morgan Call 370 WAT 15.11.2024/ DE000JK5FB10 /
2024-10-14 8:46:25 AM |
Chg.+0.16 |
Bid6:05:11 PM |
Ask6:05:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.57EUR |
+11.35% |
1.52 Bid Size: 5,000 |
1.82 Ask Size: 5,000 |
Waters Corp |
370.00 USD |
2024-11-15 |
Call |
Master data
WKN: |
JK5FB1 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Waters Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
370.00 USD |
Maturity: |
2024-11-15 |
Issue date: |
2024-03-19 |
Last trading day: |
2024-11-14 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
14.19 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.62 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.71 |
Historic volatility: |
0.27 |
Parity: |
-1.10 |
Time value: |
2.31 |
Break-even: |
361.83 |
Moneyness: |
0.97 |
Premium: |
0.10 |
Premium p.a.: |
2.09 |
Spread abs.: |
0.70 |
Spread %: |
43.48% |
Delta: |
0.48 |
Theta: |
-0.44 |
Omega: |
6.87 |
Rho: |
0.12 |
Quote data
Open: |
1.57 |
High: |
1.57 |
Low: |
1.57 |
Previous Close: |
1.41 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.29% |
1 Month |
|
|
+68.82% |
3 Months |
|
|
+19.85% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.76 |
1.41 |
1M High / 1M Low: |
1.91 |
1.02 |
6M High / 6M Low: |
4.35 |
0.68 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.55 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.48 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.82 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
220.88% |
Volatility 6M: |
|
210.31% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |