JP Morgan Put 500 IDXX 18.10.2024
/ DE000JK4TS57
JP Morgan Put 500 IDXX 18.10.2024/ DE000JK4TS57 /
8/29/2024 10:17:16 AM |
Chg.0.000 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.240EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
IDEXX Laboratories I... |
500.00 USD |
10/18/2024 |
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: |
10/18/2024 |
Issue date: |
3/15/2024 |
Last trading day: |
10/17/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-16.03 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.24 |
Intrinsic value: |
0.17 |
Implied volatility: |
0.29 |
Historic volatility: |
0.25 |
Parity: |
0.17 |
Time value: |
0.10 |
Break-even: |
422.46 |
Moneyness: |
1.04 |
Premium: |
0.02 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.02 |
Spread %: |
8.00% |
Delta: |
-0.60 |
Theta: |
-0.15 |
Omega: |
-9.60 |
Rho: |
-0.39 |
Quote data
Open: |
0.240 |
High: |
0.240 |
Low: |
0.240 |
Previous Close: |
0.240 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+26.32% |
1 Month |
|
|
-38.46% |
3 Months |
|
|
-7.69% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.240 |
0.190 |
1M High / 1M Low: |
0.510 |
0.180 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.220 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.312 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
236.63% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |