JP Morgan Call 390 WAT 20.12.2024
/ DE000JB4VBA3
JP Morgan Call 390 WAT 20.12.2024/ DE000JB4VBA3 /
| 07/08/2024 08:59:05 |
Chg.-0.05 |
Bid15:03:05 |
Ask15:03:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.91EUR |
-2.55% |
1.94
Bid Size: 250 |
3.94
Ask Size: 250 |
Waters Corp |
390.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
JB4VBA |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
390.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.27 |
| Parity: |
-5.41 |
| Time value: |
3.85 |
| Break-even: |
395.45 |
| Moneyness: |
0.85 |
| Premium: |
0.31 |
| Premium p.a.: |
1.06 |
| Spread abs.: |
2.00 |
| Spread %: |
108.11% |
| Delta: |
0.46 |
| Theta: |
-0.22 |
| Omega: |
3.64 |
| Rho: |
0.38 |
Quote data
| Open: |
1.91 |
| High: |
1.91 |
| Low: |
1.91 |
| Previous Close: |
1.96 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.02% |
| 1 Month |
|
|
+154.67% |
| 3 Months |
|
|
-20.08% |
| YTD |
|
|
-52.01% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.64 |
1.96 |
| 1M High / 1M Low: |
2.64 |
0.65 |
| 6M High / 6M Low: |
4.78 |
0.65 |
| High (YTD): |
08/03/2024 |
4.78 |
| Low (YTD): |
10/07/2024 |
0.65 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.46 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
293.95% |
| Volatility 6M: |
|
180.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
