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 |
Bid18:03:49 |
Ask18:03:49 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
-2.30% |
0.650
Bid Size: 3,000 |
1.150
Ask Size: 3,000 |
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: |
|
- |
