JP Morgan Put 40 PRLB 18.10.2024
/ DE000JB9XYR4
JP Morgan Put 40 PRLB 18.10.2024/ DE000JB9XYR4 /
| 5/27/2024 12:56:35 PM |
Chg.-0.010 |
Bid9:54:37 PM |
Ask9:54:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
-1.10% |
0.900
Bid Size: 5,000 |
1.100
Ask Size: 5,000 |
Proto Labs Inc |
40.00 USD |
10/18/2024 |
Put |
Master data
| WKN: |
JB9XYR |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Proto Labs Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 USD |
| Maturity: |
10/18/2024 |
| Issue date: |
1/3/2024 |
| Last trading day: |
10/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
0.79 |
| Historic volatility: |
0.39 |
| Parity: |
0.84 |
| Time value: |
0.26 |
| Break-even: |
25.88 |
| Moneyness: |
1.29 |
| Premium: |
0.09 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.20 |
| Spread %: |
22.22% |
| Delta: |
-0.60 |
| Theta: |
-0.02 |
| Omega: |
-1.54 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.900 |
| High: |
0.900 |
| Low: |
0.900 |
| Previous Close: |
0.910 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.92% |
| 1 Month |
|
|
-4.26% |
| 3 Months |
|
|
+32.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.790 |
| 1M High / 1M Low: |
0.980 |
0.760 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.848 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.875 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
