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JP Morgan Call 480 IDXX 21.06.202.../  DE000JB5E7Z6  /

EUWAX
2024-06-03  10:13:32 AM Chg.-0.020 Bid1:41:12 PM Ask1:41:12 PM Underlying Strike price Expiration date Option type
0.230EUR -8.00% 0.230
Bid Size: 7,500		 0.250
Ask Size: 7,500		 IDEXX Laboratories I... 480.00 USD 2024-06-21 Call
 

Master data

WKN: JB5E7Z
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: IDEXX Laboratories Inc
Type: Warrant
Option type: Call
Strike price: 480.00 USD
Maturity: 2024-06-21
Issue date: 2023-11-17
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 18.32
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.16
Implied volatility: 0.39
Historic volatility: 0.26
Parity: 0.16
Time value: 0.09
Break-even: 467.29
Moneyness: 1.04
Premium: 0.02
Premium p.a.: 0.51
Spread abs.: 0.02
Spread %: 8.70%
Delta: 0.68
Theta: -0.42
Omega: 12.46
Rho: 0.14
 

Quote data

Open: 0.230
High: 0.230
Low: 0.230
Previous Close: 0.250
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -37.84%
1 Month  
+21.05%
3 Months
  -77.88%
YTD
  -76.04%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.210
1M High / 1M Low: 0.670 0.160
6M High / 6M Low: 1.070 0.160
High (YTD): 2024-02-06 1.070
Low (YTD): 2024-05-07 0.160
52W High: - -
52W Low: - -
Avg. price 1W:   0.298
Avg. volume 1W:   0.000
Avg. price 1M:   0.354
Avg. volume 1M:   0.000
Avg. price 6M:   0.675
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   357.38%
Volatility 6M:   218.60%
Volatility 1Y:   -
Volatility 3Y:   -