JP Morgan Call 370 WAT 20.12.2024
/ DE000JB4VB85
JP Morgan Call 370 WAT 20.12.2024/ DE000JB4VB85 /
9/12/2024 9:20:28 AM |
Chg.-0.02 |
Bid3:22:06 PM |
Ask3:22:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.61EUR |
-1.23% |
1.61 Bid Size: 250 |
2.61 Ask Size: 250 |
Waters Corp |
370.00 USD |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
10/10/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
12.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.50 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.60 |
Historic volatility: |
0.27 |
Parity: |
-3.93 |
Time value: |
2.39 |
Break-even: |
359.93 |
Moneyness: |
0.88 |
Premium: |
0.21 |
Premium p.a.: |
1.04 |
Spread abs.: |
0.91 |
Spread %: |
61.35% |
Delta: |
0.42 |
Theta: |
-0.19 |
Omega: |
5.19 |
Rho: |
0.27 |
Quote data
Open: |
1.61 |
High: |
1.61 |
Low: |
1.61 |
Previous Close: |
1.63 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-12.02% |
1 Month |
|
|
-31.78% |
3 Months |
|
|
-6.40% |
YTD |
|
|
-65.67% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.83 |
1.63 |
1M High / 1M Low: |
2.52 |
1.63 |
6M High / 6M Low: |
5.19 |
0.96 |
High (YTD): |
3/8/2024 |
5.58 |
Low (YTD): |
7/10/2024 |
0.96 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.75 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.19 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.68 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
108.67% |
Volatility 6M: |
|
157.48% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |