JP Morgan Put 30 PRLB 18.10.2024
/ DE000JB9SS03
JP Morgan Put 30 PRLB 18.10.2024/ DE000JB9SS03 /
| 06/08/2024 08:27:10 |
Chg.-0.020 |
Bid06/08/2024 |
Ask06/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
-5.71% |
0.330
Bid Size: 5,000 |
0.400
Ask Size: 5,000 |
Proto Labs Inc |
30.00 USD |
18/10/2024 |
Put |
Master data
| WKN: |
JB9SS0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Proto Labs Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 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: |
-7.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.41 |
| Parity: |
0.15 |
| Time value: |
0.22 |
| Break-even: |
23.83 |
| Moneyness: |
1.06 |
| Premium: |
0.08 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.06 |
| Spread %: |
21.21% |
| Delta: |
-0.51 |
| Theta: |
-0.02 |
| Omega: |
-3.63 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.330 |
| High: |
0.330 |
| Low: |
0.330 |
| Previous Close: |
0.350 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+83.33% |
| 1 Month |
|
|
+17.86% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.160 |
| 1M High / 1M Low: |
0.350 |
0.150 |
| 6M High / 6M Low: |
0.400 |
0.150 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.208 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.215 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.294 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
355.60% |
| Volatility 6M: |
|
167.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
