JP Morgan Call 500 IDXX 21.06.2024
/ DE000JB5E810
JP Morgan Call 500 IDXX 21.06.202.../ DE000JB5E810 /
13/06/2024 10:15:20 |
Chg.+0.030 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
0.160EUR |
+23.08% |
- Bid Size: - |
- Ask Size: - |
IDEXX Laboratories I... |
500.00 USD |
21/06/2024 |
Call |
Master data
WKN: |
JB5E81 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
IDEXX Laboratories Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
500.00 USD |
Maturity: |
21/06/2024 |
Issue date: |
17/11/2023 |
Last trading day: |
20/06/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
27.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.16 |
Intrinsic value: |
0.13 |
Implied volatility: |
0.33 |
Historic volatility: |
0.26 |
Parity: |
0.13 |
Time value: |
0.04 |
Break-even: |
479.98 |
Moneyness: |
1.03 |
Premium: |
0.01 |
Premium p.a.: |
0.52 |
Spread abs.: |
0.02 |
Spread %: |
11.76% |
Delta: |
0.73 |
Theta: |
-0.52 |
Omega: |
19.74 |
Rho: |
0.07 |
Quote data
Open: |
0.160 |
High: |
0.160 |
Low: |
0.160 |
Previous Close: |
0.130 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+86.05% |
1 Month |
|
|
-20.00% |
3 Months |
|
|
-72.88% |
YTD |
|
|
-80.72% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.160 |
0.078 |
1M High / 1M Low: |
0.500 |
0.078 |
6M High / 6M Low: |
0.920 |
0.078 |
High (YTD): |
06/02/2024 |
0.920 |
Low (YTD): |
10/06/2024 |
0.078 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.117 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.206 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.503 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
462.59% |
Volatility 6M: |
|
294.19% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |