JP Morgan Call 370 WAT 20.12.2024
/ DE000JB4VB85
JP Morgan Call 370 WAT 20.12.2024/ DE000JB4VB85 /
2024-07-11 9:05:17 AM |
Chg.+0.140 |
Bid7:07:26 PM |
Ask7:07:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.100EUR |
+14.58% |
1.510 Bid Size: 5,000 |
2.510 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: |
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): |
2024-03-08 |
5.580 |
Low (YTD): |
2024-07-10 |
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: |
|
- |