JP Morgan Call 370 WAT 20.12.2024
/ DE000JB4VB85
JP Morgan Call 370 WAT 20.12.2024/ DE000JB4VB85 /
| 11/07/2024 09:05:17 |
Chg.+0.140 |
Bid19:13:02 |
Ask19:13:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.100EUR |
+14.58% |
1.520
Bid Size: 5,000 |
2.520
Ask Size: 5,000 |
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: |
9.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.27 |
| Parity: |
-7.54 |
| Time value: |
2.88 |
| Break-even: |
370.34 |
| Moneyness: |
0.78 |
| Premium: |
0.39 |
| Premium p.a.: |
1.11 |
| Spread abs.: |
1.85 |
| Spread %: |
178.57% |
| Delta: |
0.40 |
| Theta: |
-0.16 |
| Omega: |
3.73 |
| Rho: |
0.35 |
Quote data
| Open: |
1.100 |
| High: |
1.100 |
| Low: |
1.100 |
| Previous Close: |
0.960 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.90% |
| 1 Month |
|
|
-37.14% |
| 3 Months |
|
|
-72.22% |
| YTD |
|
|
-76.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.110 |
0.960 |
| 1M High / 1M Low: |
1.750 |
0.960 |
| 6M High / 6M Low: |
5.580 |
0.960 |
| High (YTD): |
08/03/2024 |
5.580 |
| Low (YTD): |
10/07/2024 |
0.960 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.048 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.290 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.302 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.20% |
| Volatility 6M: |
|
123.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
