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JP Morgan Call 400 WAT 20.12.2024/  DE000JB4VBB1  /

EUWAX
10/14/2024  9:22:47 AM Chg.+0.14 Bid6:06:39 PM Ask6:06:39 PM Underlying Strike price Expiration date Option type
1.24EUR +12.73% 1.21
Bid Size: 5,000		 1.71
Ask Size: 5,000		 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: 15.84
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.00
Implied volatility: 0.61
Historic volatility: 0.27
Parity: -3.85
Time value: 2.07
Break-even: 386.88
Moneyness: 0.89
Premium: 0.18
Premium p.a.: 1.47
Spread abs.: 0.92
Spread %: 79.37%
Delta: 0.39
Theta: -0.26
Omega: 6.23
Rho: 0.20
 

Quote data

Open: 1.24
High: 1.24
Low: 1.24
Previous Close: 1.10
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.98%
1 Month  
+67.57%
3 Months  
+36.26%
YTD
  -66.12%
1 Year  
+9.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.40 1.10
1M High / 1M Low: 1.52 0.80
6M High / 6M Low: 3.58 0.52
High (YTD): 3/8/2024 4.41
Low (YTD): 7/10/2024 0.52
52W High: 3/8/2024 4.41
52W Low: 7/10/2024 0.52
Avg. price 1W:   1.25
Avg. volume 1W:   0.00
Avg. price 1M:   1.18
Avg. volume 1M:   0.00
Avg. price 6M:   1.45
Avg. volume 6M:   0.00
Avg. price 1Y:   1.99
Avg. volume 1Y:   0.00
Volatility 1M:   218.65%
Volatility 6M:   197.84%
Volatility 1Y:   176.86%
Volatility 3Y:   -