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JP Morgan Call 400 WAT 20.12.2024/  DE000JB4VBB1  /

EUWAX
18/11/2024  09:04:02 Chg.-0.470 Bid20:39:51 Ask20:39:51 Underlying Strike price Expiration date Option type
0.340EUR -58.02% 0.270
Bid Size: 2,000		 0.970
Ask Size: 2,000		 Waters Corp 400.00 USD 20/12/2024 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: 20/12/2024
Issue date: 10/10/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 25.98
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.67
Historic volatility: 0.32
Parity: -3.94
Time value: 1.31
Break-even: 392.74
Moneyness: 0.90
Premium: 0.15
Premium p.a.: 4.14
Spread abs.: 0.95
Spread %: 263.16%
Delta: 0.33
Theta: -0.39
Omega: 8.54
Rho: 0.09
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.810
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -74.05%
1 Month
  -70.43%
3 Months
  -77.78%
YTD
  -90.71%
1 Year
  -72.80%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.310 0.810
1M High / 1M Low: 2.100 0.230
6M High / 6M Low: 3.370 0.230
High (YTD): 08/03/2024 4.410
Low (YTD): 01/11/2024 0.230
52W High: 08/03/2024 4.410
52W Low: 01/11/2024 0.230
Avg. price 1W:   1.162
Avg. volume 1W:   0.000
Avg. price 1M:   0.957
Avg. volume 1M:   0.000
Avg. price 6M:   1.215
Avg. volume 6M:   0.000
Avg. price 1Y:   1.977
Avg. volume 1Y:   0.000
Volatility 1M:   2,446.67%
Volatility 6M:   970.14%
Volatility 1Y:   691.59%
Volatility 3Y:   -