JP Morgan Call 450 WAT 20.12.2024
/ DE000JB4YSU9
JP Morgan Call 450 WAT 20.12.2024/ DE000JB4YSU9 /
| 09/07/2024 09:05:42 |
Chg.- |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.190EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Waters Corp |
450.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
JB4YSU |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
11/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
22.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.27 |
| Parity: |
-18.39 |
| Time value: |
1.16 |
| Break-even: |
461.60 |
| Moneyness: |
0.59 |
| Premium: |
0.73 |
| Premium p.a.: |
2.46 |
| Spread abs.: |
1.00 |
| Spread %: |
625.00% |
| Delta: |
0.20 |
| Theta: |
-0.11 |
| Omega: |
4.63 |
| Rho: |
0.19 |
Quote data
| Open: |
0.190 |
| High: |
0.190 |
| Low: |
0.190 |
| Previous Close: |
0.190 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.64% |
| 1 Month |
|
|
-58.70% |
| 3 Months |
|
|
-88.34% |
| YTD |
|
|
-91.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.190 |
| 1M High / 1M Low: |
0.460 |
0.180 |
| 6M High / 6M Low: |
2.840 |
0.180 |
| High (YTD): |
08/03/2024 |
2.840 |
| Low (YTD): |
02/07/2024 |
0.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.202 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.288 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.358 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
183.77% |
| Volatility 6M: |
|
183.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
