JP Morgan Call 380 WAT 15.11.2024
/ DE000JK5FB36
JP Morgan Call 380 WAT 15.11.2024/ DE000JK5FB36 /
12/09/2024 08:48:31 |
Chg.-0.020 |
Bid20:02:31 |
Ask20:02:31 |
Underlying |
Strike price |
Expiration date |
Option type |
0.850EUR |
-2.30% |
0.720 Bid Size: 5,000 |
1.220 Ask Size: 5,000 |
Waters Corp |
380.00 USD |
15/11/2024 |
Call |
Master data
WKN: |
JK5FB3 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Waters Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
380.00 USD |
Maturity: |
15/11/2024 |
Issue date: |
19/03/2024 |
Last trading day: |
14/11/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
17.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.16 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.66 |
Historic volatility: |
0.27 |
Parity: |
-4.84 |
Time value: |
1.69 |
Break-even: |
362.02 |
Moneyness: |
0.86 |
Premium: |
0.22 |
Premium p.a.: |
2.11 |
Spread abs.: |
0.91 |
Spread %: |
116.28% |
Delta: |
0.35 |
Theta: |
-0.25 |
Omega: |
6.17 |
Rho: |
0.15 |
Quote data
Open: |
0.850 |
High: |
0.850 |
Low: |
0.850 |
Previous Close: |
0.870 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-17.48% |
1 Month |
|
|
-44.08% |
3 Months |
|
|
-25.44% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.030 |
0.870 |
1M High / 1M Low: |
1.660 |
0.870 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.978 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.343 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
151.86% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |