JP Morgan Call 470 IX1 21.06.2024
/ DE000JB5E7W3
JP Morgan Call 470 IX1 21.06.2024/ DE000JB5E7W3 /
| 5/20/2024 10:05:00 AM |
Chg.- |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
IDEXX LABS INC. D... |
470.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
JB5E7W |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
IDEXX LABS INC. DL-,10 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
470.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
11/17/2023 |
| Last trading day: |
5/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.90 |
| Historic volatility: |
0.26 |
| Parity: |
-0.12 |
| Time value: |
0.72 |
| Break-even: |
542.00 |
| Moneyness: |
0.97 |
| Premium: |
0.18 |
| Premium p.a.: |
29.53 |
| Spread abs.: |
-0.01 |
| Spread %: |
-1.37% |
| Delta: |
0.56 |
| Theta: |
-2.14 |
| Omega: |
3.57 |
| Rho: |
0.09 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.720 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+200.00% |
| 3 Months |
|
|
-35.71% |
| YTD |
|
|
-30.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.760 |
0.210 |
| 6M High / 6M Low: |
1.150 |
0.210 |
| High (YTD): |
2/6/2024 |
1.150 |
| Low (YTD): |
5/7/2024 |
0.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.427 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.770 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
315.07% |
| Volatility 6M: |
|
193.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
