JP Morgan Call 390 WAT 20.12.2024
/ DE000JB4VBA3
JP Morgan Call 390 WAT 20.12.2024/ DE000JB4VBA3 /
9/12/2024 9:20:30 AM |
Chg.-0.02 |
Bid7:09:58 PM |
Ask7:09:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.09EUR |
-1.80% |
0.92 Bid Size: 5,000 |
1.62 Ask Size: 5,000 |
Waters Corp |
390.00 USD |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
10/10/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
14.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.25 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.64 |
Historic volatility: |
0.27 |
Parity: |
-5.75 |
Time value: |
2.11 |
Break-even: |
375.31 |
Moneyness: |
0.84 |
Premium: |
0.26 |
Premium p.a.: |
1.38 |
Spread abs.: |
1.00 |
Spread %: |
90.09% |
Delta: |
0.37 |
Theta: |
-0.20 |
Omega: |
5.19 |
Rho: |
0.24 |
Quote data
Open: |
1.09 |
High: |
1.09 |
Low: |
1.09 |
Previous Close: |
1.11 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-14.17% |
1 Month |
|
|
-36.99% |
3 Months |
|
|
-13.49% |
YTD |
|
|
-72.61% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.27 |
1.11 |
1M High / 1M Low: |
1.85 |
1.11 |
6M High / 6M Low: |
4.42 |
0.65 |
High (YTD): |
3/8/2024 |
4.78 |
Low (YTD): |
7/10/2024 |
0.65 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.21 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.57 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.10 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
126.59% |
Volatility 6M: |
|
183.02% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |