JP Morgan Call 400 WAT 20.12.2024
/ DE000JB4VBB1
JP Morgan Call 400 WAT 20.12.2024/ DE000JB4VBB1 /
8/7/2024 8:59:05 AM |
Chg.-0.05 |
Bid11:58:04 AM |
Ask11:58:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.64EUR |
-2.96% |
1.66 Bid Size: 250 |
3.66 Ask Size: 250 |
Waters Corp |
400.00 USD |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
10/10/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.40 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.76 |
Historic volatility: |
0.27 |
Parity: |
-6.33 |
Time value: |
3.59 |
Break-even: |
402.00 |
Moneyness: |
0.83 |
Premium: |
0.33 |
Premium p.a.: |
1.15 |
Spread abs.: |
2.00 |
Spread %: |
125.79% |
Delta: |
0.44 |
Theta: |
-0.21 |
Omega: |
3.72 |
Rho: |
0.36 |
Quote data
Open: |
1.64 |
High: |
1.64 |
Low: |
1.64 |
Previous Close: |
1.69 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+12.33% |
1 Month |
|
|
+168.85% |
3 Months |
|
|
-22.64% |
YTD |
|
|
-55.19% |
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): |
3/8/2024 |
4.41 |
Low (YTD): |
7/10/2024 |
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: |
|
- |