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JP Morgan Call 370 WAT 20.12.2024/  DE000JB4VB85  /

EUWAX
2024-11-18  9:03:57 AM Chg.-0.83 Bid8:08:03 PM Ask8:08:03 PM Underlying Strike price Expiration date Option type
1.25EUR -39.90% 1.11
Bid Size: 5,000		 1.61
Ask Size: 5,000		 Waters Corp 370.00 USD 2024-12-20 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: 2024-12-20
Issue date: 2023-10-10
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.57
Leverage: Yes

Calculated values

Fair value: 0.87
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.32
Parity: -1.10
Time value: 1.94
Break-even: 370.53
Moneyness: 0.97
Premium: 0.09
Premium p.a.: 1.65
Spread abs.: 0.66
Spread %: 52.24%
Delta: 0.47
Theta: -0.38
Omega: 8.24
Rho: 0.12
 

Quote data

Open: 1.25
High: 1.25
Low: 1.25
Previous Close: 2.08
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -54.55%
1 Month
  -41.86%
3 Months
  -50.00%
YTD
  -73.35%
1 Year
  -31.32%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.79 2.08
1M High / 1M Low: 3.67 0.67
6M High / 6M Low: 4.50 0.67
High (YTD): 2024-03-08 5.58
Low (YTD): 2024-11-01 0.67
52W High: 2024-03-08 5.58
52W Low: 2024-11-01 0.67
Avg. price 1W:   2.56
Avg. volume 1W:   0.00
Avg. price 1M:   1.98
Avg. volume 1M:   0.00
Avg. price 6M:   2.04
Avg. volume 6M:   0.00
Avg. price 1Y:   2.86
Avg. volume 1Y:   0.00
Volatility 1M:   1,381.95%
Volatility 6M:   558.75%
Volatility 1Y:   403.95%
Volatility 3Y:   -