JP Morgan Call 400 WAT 20.12.2024
/ DE000JB4VBB1
JP Morgan Call 400 WAT 20.12.2024/ DE000JB4VBB1 /
2024-09-12 9:20:30 AM |
Chg.-0.010 |
Bid6:01:11 PM |
Ask6:01:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.890EUR |
-1.11% |
0.690 Bid Size: 3,000 |
1.390 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: |
17.20 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.17 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.61 |
Historic volatility: |
0.27 |
Parity: |
-6.65 |
Time value: |
1.73 |
Break-even: |
380.55 |
Moneyness: |
0.82 |
Premium: |
0.28 |
Premium p.a.: |
1.50 |
Spread abs.: |
0.91 |
Spread %: |
111.11% |
Delta: |
0.33 |
Theta: |
-0.18 |
Omega: |
5.63 |
Rho: |
0.22 |
Quote data
Open: |
0.890 |
High: |
0.890 |
Low: |
0.890 |
Previous Close: |
0.900 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-14.42% |
1 Month |
|
|
-39.04% |
3 Months |
|
|
-16.82% |
YTD |
|
|
-75.68% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.040 |
0.900 |
1M High / 1M Low: |
1.560 |
0.900 |
6M High / 6M Low: |
4.060 |
0.520 |
High (YTD): |
2024-03-08 |
4.410 |
Low (YTD): |
2024-07-10 |
0.520 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.994 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.307 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.847 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
137.05% |
Volatility 6M: |
|
182.50% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |