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JP Morgan Call 390 WAT 20.12.2024/  DE000JB4VBA3  /

EUWAX
14/10/2024  09:22:47 Chg.+0.16 Bid17:34:41 Ask17:34:41 Underlying Strike price Expiration date Option type
1.54EUR +11.59% 1.56
Bid Size: 5,000		 2.06
Ask Size: 5,000		 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: 12.75
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.00
Implied volatility: 0.65
Historic volatility: 0.27
Parity: -2.93
Time value: 2.57
Break-even: 382.74
Moneyness: 0.92
Premium: 0.17
Premium p.a.: 1.33
Spread abs.: 1.00
Spread %: 63.69%
Delta: 0.44
Theta: -0.28
Omega: 5.63
Rho: 0.22
 

Quote data

Open: 1.54
High: 1.54
Low: 1.54
Previous Close: 1.38
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.48%
1 Month  
+67.39%
3 Months  
+31.62%
YTD
  -61.31%
1 Year  
+19.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.72 1.38
1M High / 1M Low: 1.83 0.99
6M High / 6M Low: 3.95 0.65
High (YTD): 08/03/2024 4.78
Low (YTD): 10/07/2024 0.65
52W High: 08/03/2024 4.78
52W Low: 10/07/2024 0.65
Avg. price 1W:   1.54
Avg. volume 1W:   0.00
Avg. price 1M:   1.44
Avg. volume 1M:   0.00
Avg. price 6M:   1.69
Avg. volume 6M:   0.00
Avg. price 1Y:   2.24
Avg. volume 1Y:   0.00
Volatility 1M:   201.05%
Volatility 6M:   195.74%
Volatility 1Y:   173.34%
Volatility 3Y:   -