JP Morgan Put 500 IDXX 19.07.2024
/ DE000JB81A18
JP Morgan Put 500 IDXX 19.07.2024/ DE000JB81A18 /
| 6/28/2024 10:58:05 AM |
Chg.-0.040 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
-23.53% |
-
Bid Size: - |
-
Ask Size: - |
IDEXX Laboratories I... |
500.00 USD |
7/19/2024 |
Put |
Master data
| WKN: |
JB81A1 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
IDEXX Laboratories Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
500.00 USD |
| Maturity: |
7/19/2024 |
| Issue date: |
12/14/2023 |
| Last trading day: |
7/18/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-25.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.26 |
| Parity: |
0.12 |
| Time value: |
0.06 |
| Break-even: |
448.95 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.02 |
| Spread %: |
11.76% |
| Delta: |
-0.64 |
| Theta: |
-0.23 |
| Omega: |
-16.37 |
| Rho: |
-0.17 |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.130 |
| Previous Close: |
0.170 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.33% |
| 1 Month |
|
|
-7.14% |
| 3 Months |
|
|
-13.33% |
| YTD |
|
|
-38.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.130 |
| 1M High / 1M Low: |
0.210 |
0.087 |
| 6M High / 6M Low: |
0.380 |
0.047 |
| High (YTD): |
4/19/2024 |
0.380 |
| Low (YTD): |
5/20/2024 |
0.047 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.148 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.145 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.193 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
274.67% |
| Volatility 6M: |
|
251.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
