JP Morgan Call 400 WAT 20.12.2024
/ DE000JB4VBB1
JP Morgan Call 400 WAT 20.12.2024/ DE000JB4VBB1 /
2024-08-06 8:58:40 AM |
Chg.-0.32 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.69EUR |
-15.92% |
- Bid Size: - |
- Ask Size: - |
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: |
8.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.37 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.78 |
Historic volatility: |
0.27 |
Parity: |
-6.50 |
Time value: |
3.63 |
Break-even: |
401.58 |
Moneyness: |
0.82 |
Premium: |
0.34 |
Premium p.a.: |
1.18 |
Spread abs.: |
2.00 |
Spread %: |
122.70% |
Delta: |
0.44 |
Theta: |
-0.22 |
Omega: |
3.65 |
Rho: |
0.36 |
Quote data
Open: |
1.69 |
High: |
1.69 |
Low: |
1.69 |
Previous Close: |
2.01 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+15.75% |
1 Month |
|
|
+177.05% |
3 Months |
|
|
-20.28% |
YTD |
|
|
-53.83% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.31 |
1.69 |
1M High / 1M Low: |
2.31 |
0.52 |
6M High / 6M Low: |
4.41 |
0.52 |
High (YTD): |
2024-03-08 |
4.41 |
Low (YTD): |
2024-07-10 |
0.52 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.97 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.16 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.20 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
270.71% |
Volatility 6M: |
|
178.93% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |