JP Morgan Put 500 IDXX 18.10.2024
/ DE000JK4TS57
JP Morgan Put 500 IDXX 18.10.2024/ DE000JK4TS57 /
2024-07-25 10:18:22 AM |
Chg.-0.020 |
Bid12:50:47 PM |
Ask12:50:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.390EUR |
-4.88% |
0.390 Bid Size: 10,000 |
0.410 Ask Size: 10,000 |
IDEXX Laboratories I... |
500.00 USD |
2024-10-18 |
Put |
Master data
WKN: |
JK4TS5 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
IDEXX Laboratories Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
500.00 USD |
Maturity: |
2024-10-18 |
Issue date: |
2024-03-15 |
Last trading day: |
2024-10-17 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-11.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.36 |
Intrinsic value: |
0.26 |
Implied volatility: |
0.29 |
Historic volatility: |
0.26 |
Parity: |
0.26 |
Time value: |
0.11 |
Break-even: |
423.51 |
Moneyness: |
1.06 |
Premium: |
0.03 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.02 |
Spread %: |
5.13% |
Delta: |
-0.61 |
Theta: |
-0.11 |
Omega: |
-7.06 |
Rho: |
-0.71 |
Quote data
Open: |
0.390 |
High: |
0.390 |
Low: |
0.390 |
Previous Close: |
0.410 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+44.44% |
1 Month |
|
|
+34.48% |
3 Months |
|
|
+5.41% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.410 |
0.270 |
1M High / 1M Low: |
0.410 |
0.240 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.370 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.327 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
259.21% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |