OverviewChartNewsTraderScreen

JP Morgan Call 490 IDXX 21.06.202.../  DE000JB5E802  /

EUWAX
2024-06-14  10:15:37 AM Chg.-0.070 Bid7:27:09 PM Ask7:27:09 PM Underlying Strike price Expiration date Option type
0.160EUR -30.43% 0.170
Bid Size: 100,000		 0.180
Ask Size: 100,000		 IDEXX Laboratories I... 490.00 USD 2024-06-21 Call
 

Master data

WKN: JB5E80
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: IDEXX Laboratories Inc
Type: Warrant
Option type: Call
Strike price: 490.00 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: 23.57
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.15
Implied volatility: 0.41
Historic volatility: 0.27
Parity: 0.15
Time value: 0.05
Break-even: 476.34
Moneyness: 1.03
Premium: 0.01
Premium p.a.: 0.73
Spread abs.: 0.02
Spread %: 11.11%
Delta: 0.73
Theta: -0.67
Omega: 17.14
Rho: 0.06
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.230
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.29%
1 Month
  -38.46%
3 Months
  -75.38%
YTD
  -82.02%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.130
1M High / 1M Low: 0.590 0.130
6M High / 6M Low: 0.990 0.110
High (YTD): 2024-02-06 0.990
Low (YTD): 2024-05-07 0.110
52W High: - -
52W Low: - -
Avg. price 1W:   0.180
Avg. volume 1W:   0.000
Avg. price 1M:   0.271
Avg. volume 1M:   0.000
Avg. price 6M:   0.566
Avg. volume 6M:   60
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   384.74%
Volatility 6M:   253.01%
Volatility 1Y:   -
Volatility 3Y:   -