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JP Morgan Call 390 WAT 20.12.2024/  DE000JB4VBA3  /

EUWAX
2024-11-18  9:04:03 AM Chg.-0.60 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.56EUR -51.72% -
Bid Size: -		 -
Ask Size: -		 Waters Corp 390.00 USD 2024-12-20 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: 2024-12-20
Issue date: 2023-10-10
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 21.00
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.00
Implied volatility: 0.68
Historic volatility: 0.32
Parity: -2.99
Time value: 1.62
Break-even: 386.35
Moneyness: 0.92
Premium: 0.14
Premium p.a.: 3.27
Spread abs.: 1.00
Spread %: 161.29%
Delta: 0.38
Theta: -0.42
Omega: 7.98
Rho: 0.10
 

Quote data

Open: 0.56
High: 0.56
Low: 0.56
Previous Close: 1.16
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -67.63%
1 Month
  -61.11%
3 Months
  -69.23%
YTD
  -85.93%
1 Year
  -60.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.75 1.16
1M High / 1M Low: 2.57 0.33
6M High / 6M Low: 3.72 0.33
High (YTD): 2024-03-08 4.78
Low (YTD): 2024-11-01 0.33
52W High: 2024-03-08 4.78
52W Low: 2024-11-01 0.33
Avg. price 1W:   1.57
Avg. volume 1W:   0.00
Avg. price 1M:   1.24
Avg. volume 1M:   0.00
Avg. price 6M:   1.46
Avg. volume 6M:   0.00
Avg. price 1Y:   2.24
Avg. volume 1Y:   0.00
Volatility 1M:   2,069.17%
Volatility 6M:   825.53%
Volatility 1Y:   590.46%
Volatility 3Y:   -