JP Morgan Put 520 IDXX 18.10.2024/  DE000JK4TS73  /

EUWAX
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:   -