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: |
|
- |