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JP Morgan Call 380 WAT 20.12.2024/  DE000JB4VB93  /

EUWAX
11/18/2024  9:03:58 AM Chg.-0.73 Bid9:24:36 PM Ask9:24:36 PM Underlying Strike price Expiration date Option type
0.86EUR -45.91% 0.71
Bid Size: 5,000		 1.21
Ask Size: 5,000		 Waters Corp 380.00 USD 12/20/2024 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: 12/20/2024
Issue date: 10/10/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.54
Leverage: Yes

Calculated values

Fair value: 0.58
Intrinsic value: 0.00
Implied volatility: 0.68
Historic volatility: 0.32
Parity: -2.04
Time value: 1.94
Break-even: 380.06
Moneyness: 0.94
Premium: 0.12
Premium p.a.: 2.54
Spread abs.: 1.00
Spread %: 106.38%
Delta: 0.43
Theta: -0.43
Omega: 7.55
Rho: 0.11
 

Quote data

Open: 0.86
High: 0.86
Low: 0.86
Previous Close: 1.59
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -61.09%
1 Month
  -51.41%
3 Months
  -60.00%
YTD
  -80.14%
1 Year
  -46.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.24 1.59
1M High / 1M Low: 3.09 0.48
6M High / 6M Low: 4.10 0.48
High (YTD): 3/8/2024 5.17
Low (YTD): 11/1/2024 0.48
52W High: 3/8/2024 5.17
52W Low: 11/1/2024 0.48
Avg. price 1W:   2.03
Avg. volume 1W:   0.00
Avg. price 1M:   1.58
Avg. volume 1M:   0.00
Avg. price 6M:   1.73
Avg. volume 6M:   0.00
Avg. price 1Y:   2.54
Avg. volume 1Y:   0.00
Volatility 1M:   1,675.09%
Volatility 6M:   673.25%
Volatility 1Y:   483.85%
Volatility 3Y:   -