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JP Morgan Call 500 IDXX 21.06.202.../  DE000JB5E810  /

EUWAX
6/13/2024  10:15:20 AM Chg.- Bid9:19:42 AM Ask9:19:42 AM Underlying Strike price Expiration date Option type
0.160EUR - 0.100
Bid Size: 5,000		 0.120
Ask Size: 5,000		 IDEXX Laboratories I... 500.00 USD 6/21/2024 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: 6/21/2024
Issue date: 11/17/2023
Last trading day: 6/20/2024
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): 2/6/2024 0.920
Low (YTD): 6/10/2024 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:   -