JP Morgan Call 370 WAT 20.12.2024
/ DE000JB4VB85
JP Morgan Call 370 WAT 20.12.2024/ DE000JB4VB85 /
| 14/10/2024 09:22:46 |
Chg.+0.21 |
Bid13:34:55 |
Ask13:34:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.29EUR |
+10.10% |
2.27
Bid Size: 250 |
3.27
Ask Size: 250 |
Waters Corp |
370.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
JB4VB8 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
370.00 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: |
10.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.27 |
| Parity: |
-1.10 |
| Time value: |
3.04 |
| Break-even: |
369.12 |
| Moneyness: |
0.97 |
| Premium: |
0.13 |
| Premium p.a.: |
0.91 |
| Spread abs.: |
0.92 |
| Spread %: |
43.10% |
| Delta: |
0.51 |
| Theta: |
-0.27 |
| Omega: |
5.51 |
| Rho: |
0.25 |
Quote data
| Open: |
2.29 |
| High: |
2.29 |
| Low: |
2.29 |
| Previous Close: |
2.08 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.53% |
| 1 Month |
|
|
+64.75% |
| 3 Months |
|
|
+50.66% |
| YTD |
|
|
-51.17% |
| 1 Year |
|
|
+36.31% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.48 |
2.08 |
| 1M High / 1M Low: |
2.58 |
1.49 |
| 6M High / 6M Low: |
4.77 |
0.96 |
| High (YTD): |
08/03/2024 |
5.58 |
| Low (YTD): |
10/07/2024 |
0.96 |
| 52W High: |
08/03/2024 |
5.58 |
| 52W Low: |
10/07/2024 |
0.96 |
| Avg. price 1W: |
|
2.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.09 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.26 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.82 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
171.82% |
| Volatility 6M: |
|
167.91% |
| Volatility 1Y: |
|
150.49% |
| Volatility 3Y: |
|
- |
