JP Morgan Put 520 IDXX 18.10.2024
/ DE000JK4TS73
JP Morgan Put 520 IDXX 18.10.2024/ DE000JK4TS73 /
| 7/25/2024 10:18:22 AM |
Chg.-0.020 |
Bid5:02:31 PM |
Ask5:02:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
-3.70% |
0.500
Bid Size: 100,000 |
0.510
Ask Size: 100,000 |
IDEXX Laboratories I... |
520.00 USD |
10/18/2024 |
Put |
Master data
| WKN: |
JK4TS7 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
IDEXX Laboratories Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
520.00 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: |
-8.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.26 |
| Parity: |
0.45 |
| Time value: |
0.05 |
| Break-even: |
429.97 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
3.85% |
| Delta: |
-0.73 |
| Theta: |
-0.08 |
| Omega: |
-6.37 |
| Rho: |
-0.85 |
Quote data
| Open: |
0.520 |
| High: |
0.520 |
| Low: |
0.520 |
| Previous Close: |
0.540 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.54% |
| 1 Month |
|
|
+30.00% |
| 3 Months |
|
|
+13.04% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.370 |
| 1M High / 1M Low: |
0.540 |
0.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.494 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.444 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
226.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
