JP Morgan Call 370 WAT 20.12.2024
/ DE000JB4VB85
JP Morgan Call 370 WAT 20.12.2024/ DE000JB4VB85 /
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: |
|
- |