JP Morgan Call 400 WAT 20.12.2024
/ DE000JB4VBB1
JP Morgan Call 400 WAT 20.12.2024/ DE000JB4VBB1 /
| 2024-07-11 9:05:21 AM |
Chg.+0.100 |
Bid7:07:26 PM |
Ask7:07:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
+19.23% |
0.900
Bid Size: 3,000 |
1.900
Ask Size: 3,000 |
Waters Corp |
400.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
JB4VBB |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 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: |
10.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.27 |
| Parity: |
-10.31 |
| Time value: |
2.63 |
| Break-even: |
395.53 |
| Moneyness: |
0.72 |
| Premium: |
0.49 |
| Premium p.a.: |
1.44 |
| Spread abs.: |
2.00 |
| Spread %: |
317.46% |
| Delta: |
0.36 |
| Theta: |
-0.17 |
| Omega: |
3.68 |
| Rho: |
0.31 |
Quote data
| Open: |
0.620 |
| High: |
0.620 |
| Low: |
0.620 |
| Previous Close: |
0.520 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-43.12% |
| 3 Months |
|
|
-78.84% |
| YTD |
|
|
-83.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.520 |
| 1M High / 1M Low: |
1.090 |
0.520 |
| 6M High / 6M Low: |
4.410 |
0.520 |
| High (YTD): |
2024-03-08 |
4.410 |
| Low (YTD): |
2024-07-10 |
0.520 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.580 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.754 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.412 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.19% |
| Volatility 6M: |
|
143.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
