JP Morgan Put 520 IDXX 21.06.2024
/ DE000JB7WTG3
JP Morgan Put 520 IDXX 21.06.2024/ DE000JB7WTG3 /
| 2024-06-03 10:06:08 AM |
Chg.+0.030 |
Bid1:17:24 PM |
Ask1:17:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
+13.64% |
0.250
Bid Size: 7,500 |
0.270
Ask Size: 7,500 |
IDEXX Laboratories I... |
520.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
JB7WTG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
IDEXX Laboratories Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
520.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-06 |
| Last trading day: |
2024-06-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-19.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.26 |
| Parity: |
0.21 |
| Time value: |
0.03 |
| Break-even: |
455.19 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
8.33% |
| Delta: |
-0.76 |
| Theta: |
-0.19 |
| Omega: |
-14.59 |
| Rho: |
-0.18 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.250 |
| Previous Close: |
0.220 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+92.31% |
| 1 Month |
|
|
-39.02% |
| 3 Months |
|
|
+92.31% |
| YTD |
|
|
+4.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.130 |
| 1M High / 1M Low: |
0.420 |
0.050 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-22 |
0.480 |
| Low (YTD): |
2024-05-20 |
0.050 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.192 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.206 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
527.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
