JP Morgan Call 380 WAT 20.12.2024
/ DE000JB4VB93
JP Morgan Call 380 WAT 20.12.2024/ DE000JB4VB93 /
| 2024-09-12 9:20:28 AM |
Chg.-0.02 |
Bid8:04:37 PM |
Ask8:04:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.33EUR |
-1.48% |
1.15
Bid Size: 5,000 |
1.85
Ask Size: 5,000 |
Waters Corp |
380.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
JB4VB9 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 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: |
12.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.27 |
| Parity: |
-4.84 |
| Time value: |
2.35 |
| Break-even: |
368.63 |
| Moneyness: |
0.86 |
| Premium: |
0.24 |
| Premium p.a.: |
1.22 |
| Spread abs.: |
1.00 |
| Spread %: |
74.07% |
| Delta: |
0.40 |
| Theta: |
-0.20 |
| Omega: |
5.03 |
| Rho: |
0.26 |
Quote data
| Open: |
1.33 |
| High: |
1.33 |
| Low: |
1.33 |
| Previous Close: |
1.35 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.07% |
| 1 Month |
|
|
-34.48% |
| 3 Months |
|
|
-10.14% |
| YTD |
|
|
-69.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.53 |
1.35 |
| 1M High / 1M Low: |
2.17 |
1.35 |
| 6M High / 6M Low: |
4.79 |
0.79 |
| High (YTD): |
2024-03-08 |
5.17 |
| Low (YTD): |
2024-07-10 |
0.79 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.46 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.86 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.38 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.07% |
| Volatility 6M: |
|
172.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
