JP Morgan Put 550 IDXX 18.10.2024
/ DE000JK4TSD4
JP Morgan Put 550 IDXX 18.10.2024/ DE000JK4TSD4 /
| 2024-07-25 10:18:23 AM |
Chg.-0.030 |
Bid2:12:49 PM |
Ask2:12:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
-3.85% |
0.740
Bid Size: 7,500 |
0.760
Ask Size: 7,500 |
IDEXX Laboratories I... |
550.00 USD |
2024-10-18 |
Put |
Master data
| WKN: |
JK4TSD |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
IDEXX Laboratories Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
550.00 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: |
-5.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.73 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.26 |
| Parity: |
0.73 |
| Time value: |
0.05 |
| Break-even: |
429.47 |
| Moneyness: |
1.17 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.03 |
| Spread %: |
4.00% |
| Delta: |
-0.77 |
| Theta: |
-0.10 |
| Omega: |
-4.28 |
| Rho: |
-0.96 |
Quote data
| Open: |
0.750 |
| High: |
0.750 |
| Low: |
0.750 |
| Previous Close: |
0.780 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.93% |
| 1 Month |
|
|
+25.00% |
| 3 Months |
|
|
+17.19% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.560 |
| 1M High / 1M Low: |
0.780 |
0.530 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.720 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.659 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
188.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
