JP Morgan Call 380 WAT 15.11.2024
/ DE000JK5FB36
JP Morgan Call 380 WAT 15.11.2024/ DE000JK5FB36 /
| 2024-10-14 8:46:25 AM |
Chg.+0.13 |
Bid6:47:39 PM |
Ask6:47:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.20EUR |
+12.15% |
1.12
Bid Size: 5,000 |
1.62
Ask Size: 5,000 |
Waters Corp |
380.00 USD |
2024-11-15 |
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: |
2024-11-15 |
| Issue date: |
2024-03-19 |
| Last trading day: |
2024-11-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.27 |
| Parity: |
-2.02 |
| Time value: |
2.04 |
| Break-even: |
368.30 |
| Moneyness: |
0.94 |
| Premium: |
0.12 |
| Premium p.a.: |
2.79 |
| Spread abs.: |
0.92 |
| Spread %: |
81.30% |
| Delta: |
0.44 |
| Theta: |
-0.45 |
| Omega: |
7.04 |
| Rho: |
0.11 |
Quote data
| Open: |
1.20 |
| High: |
1.20 |
| Low: |
1.20 |
| Previous Close: |
1.07 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.56% |
| 1 Month |
|
|
+69.01% |
| 3 Months |
|
|
+9.09% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.38 |
1.07 |
| 1M High / 1M Low: |
1.55 |
0.79 |
| 6M High / 6M Low: |
3.93 |
0.54 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.17 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.54 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
241.17% |
| Volatility 6M: |
|
232.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
