JP Morgan Call 40 PRLB 18.10.2024
/ DE000JB9XYQ6
JP Morgan Call 40 PRLB 18.10.2024/ DE000JB9XYQ6 /
28/06/2024 08:32:23 |
Chg.+0.012 |
Bid15:43:56 |
Ask15:43:56 |
Underlying |
Strike price |
Expiration date |
Option type |
0.095EUR |
+14.46% |
0.100 Bid Size: 25,000 |
0.180 Ask Size: 25,000 |
Proto Labs Inc |
40.00 USD |
18/10/2024 |
Call |
Master data
WKN: |
JB9XYQ |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Proto Labs Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
40.00 USD |
Maturity: |
18/10/2024 |
Issue date: |
03/01/2024 |
Last trading day: |
17/10/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
11.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.82 |
Historic volatility: |
0.38 |
Parity: |
-0.90 |
Time value: |
0.25 |
Break-even: |
39.86 |
Moneyness: |
0.76 |
Premium: |
0.41 |
Premium p.a.: |
2.04 |
Spread abs.: |
0.15 |
Spread %: |
160.42% |
Delta: |
0.36 |
Theta: |
-0.02 |
Omega: |
4.08 |
Rho: |
0.02 |
Quote data
Open: |
0.095 |
High: |
0.095 |
Low: |
0.095 |
Previous Close: |
0.083 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.06% |
1 Month |
|
|
-26.92% |
3 Months |
|
|
-77.38% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.100 |
0.083 |
1M High / 1M Low: |
0.170 |
0.083 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.094 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.120 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
211.36% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |