JP Morgan Call 460 IX1 21.06.2024
/ DE000JB5E7U7
JP Morgan Call 460 IX1 21.06.2024/ DE000JB5E7U7 /
| 20/05/2024 10:04:58 |
Chg.- |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
IDEXX LABS INC. D... |
460.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
JB5E7U |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
IDEXX LABS INC. DL-,10 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
17/11/2023 |
| Last trading day: |
20/05/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
3.19 |
| Historic volatility: |
0.26 |
| Parity: |
0.11 |
| Time value: |
0.70 |
| Break-even: |
541.00 |
| Moneyness: |
1.02 |
| Premium: |
0.15 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
-0.01 |
| Spread %: |
-1.22% |
| Delta: |
0.60 |
| Theta: |
-6.20 |
| Omega: |
3.51 |
| Rho: |
0.03 |
Quote data
| Open: |
0.810 |
| High: |
0.810 |
| Low: |
0.810 |
| Previous Close: |
0.780 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+32.79% |
| 3 Months |
|
|
-3.57% |
| YTD |
|
|
-27.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.850 |
0.610 |
| 6M High / 6M Low: |
1.220 |
0.270 |
| High (YTD): |
06/02/2024 |
1.220 |
| Low (YTD): |
07/05/2024 |
0.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.763 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.831 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
391.04% |
| Volatility 6M: |
|
180.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
