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JP Morgan Call 540 IDXX 21.06.202.../  DE000JB5E851  /

EUWAX
03/06/2024  10:13:33 Chg.-0.005 Bid15:22:45 Ask15:22:45 Underlying Strike price Expiration date Option type
0.015EUR -25.00% 0.016
Bid Size: 5,000		 0.036
Ask Size: 5,000		 IDEXX Laboratories I... 540.00 USD 21/06/2024 Call
 

Master data

WKN: JB5E85
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: IDEXX Laboratories Inc
Type: Warrant
Option type: Call
Strike price: 540.00 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: 97.43
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.26
Parity: -0.40
Time value: 0.05
Break-even: 502.28
Moneyness: 0.92
Premium: 0.10
Premium p.a.: 5.52
Spread abs.: 0.03
Spread %: 176.47%
Delta: 0.20
Theta: -0.35
Omega: 19.95
Rho: 0.04
 

Quote data

Open: 0.015
High: 0.015
Low: 0.015
Previous Close: 0.020
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -66.67%
1 Month
  -44.44%
3 Months
  -97.50%
YTD
  -97.41%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.046 0.013
1M High / 1M Low: 0.220 0.013
6M High / 6M Low: 0.650 0.013
High (YTD): 06/02/2024 0.650
Low (YTD): 30/05/2024 0.013
52W High: - -
52W Low: - -
Avg. price 1W:   0.030
Avg. volume 1W:   0.000
Avg. price 1M:   0.064
Avg. volume 1M:   0.000
Avg. price 6M:   0.338
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   786.89%
Volatility 6M:   387.05%
Volatility 1Y:   -
Volatility 3Y:   -