JP Morgan Put 35 PRLB 18.10.2024
/ DE000JB9SS11
JP Morgan Put 35 PRLB 18.10.2024/ DE000JB9SS11 /
2024-06-28 8:31:10 AM |
Chg.-0.020 |
Bid5:41:28 PM |
Ask5:41:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.580EUR |
-3.33% |
0.570 Bid Size: 30,000 |
0.630 Ask Size: 30,000 |
Proto Labs Inc |
35.00 USD |
2024-10-18 |
Put |
Master data
WKN: |
JB9SS1 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Proto Labs Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
35.00 USD |
Maturity: |
2024-10-18 |
Issue date: |
2024-01-03 |
Last trading day: |
2024-10-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-4.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.50 |
Intrinsic value: |
0.43 |
Implied volatility: |
0.68 |
Historic volatility: |
0.38 |
Parity: |
0.43 |
Time value: |
0.25 |
Break-even: |
25.87 |
Moneyness: |
1.15 |
Premium: |
0.09 |
Premium p.a.: |
0.31 |
Spread abs.: |
0.14 |
Spread %: |
25.86% |
Delta: |
-0.56 |
Theta: |
-0.02 |
Omega: |
-2.34 |
Rho: |
-0.07 |
Quote data
Open: |
0.580 |
High: |
0.580 |
Low: |
0.580 |
Previous Close: |
0.600 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.92% |
1 Month |
|
|
+1.75% |
3 Months |
|
|
+18.37% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.610 |
0.560 |
1M High / 1M Low: |
0.610 |
0.480 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.596 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.567 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
88.71% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |