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JP Morgan Call 380 WAT 20.12.2024/  DE000JB4VB93  /

EUWAX
10/14/2024  9:22:47 AM Chg.+0.19 Bid5:44:55 PM Ask5:44:55 PM Underlying Strike price Expiration date Option type
1.89EUR +11.18% 1.93
Bid Size: 5,000		 2.43
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: 12.26
Leverage: Yes

Calculated values

Fair value: 0.80
Intrinsic value: 0.00
Implied volatility: 0.61
Historic volatility: 0.27
Parity: -2.02
Time value: 2.67
Break-even: 374.61
Moneyness: 0.94
Premium: 0.14
Premium p.a.: 1.07
Spread abs.: 0.92
Spread %: 52.08%
Delta: 0.47
Theta: -0.27
Omega: 5.76
Rho: 0.23
 

Quote data

Open: 1.89
High: 1.89
Low: 1.89
Previous Close: 1.70
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.59%
1 Month  
+65.79%
3 Months  
+35.97%
YTD
  -56.35%
1 Year  
+27.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.08 1.70
1M High / 1M Low: 2.18 1.22
6M High / 6M Low: 4.35 0.79
High (YTD): 3/8/2024 5.17
Low (YTD): 7/10/2024 0.79
52W High: 3/8/2024 5.17
52W Low: 7/10/2024 0.79
Avg. price 1W:   1.88
Avg. volume 1W:   0.00
Avg. price 1M:   1.74
Avg. volume 1M:   0.00
Avg. price 6M:   1.96
Avg. volume 6M:   0.00
Avg. price 1Y:   2.52
Avg. volume 1Y:   0.00
Volatility 1M:   187.54%
Volatility 6M:   183.69%
Volatility 1Y:   162.41%
Volatility 3Y:   -