JP Morgan Call 30 PRLB 19.07.2024
/ DE000JB1UZ65
JP Morgan Call 30 PRLB 19.07.2024/ DE000JB1UZ65 /
| 2024-05-23 1:09:08 PM |
Chg.-0.020 |
Bid5:22:15 PM |
Ask5:22:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
-6.25% |
0.260
Bid Size: 50,000 |
0.300
Ask Size: 50,000 |
Proto Labs Inc |
30.00 USD |
2024-07-19 |
Call |
Master data
| WKN: |
JB1UZ6 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Proto Labs Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2023-10-03 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.39 |
| Parity: |
0.15 |
| Time value: |
0.20 |
| Break-even: |
31.22 |
| Moneyness: |
1.05 |
| Premium: |
0.07 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.07 |
| Spread %: |
26.67% |
| Delta: |
0.64 |
| Theta: |
-0.02 |
| Omega: |
5.35 |
| Rho: |
0.02 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.300 |
| Previous Close: |
0.320 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.83% |
| 1 Month |
|
|
-30.23% |
| 3 Months |
|
|
-64.29% |
| YTD |
|
|
-73.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.320 |
| 1M High / 1M Low: |
0.450 |
0.310 |
| 6M High / 6M Low: |
1.170 |
0.310 |
| High (YTD): |
2024-02-09 |
1.130 |
| Low (YTD): |
2024-05-08 |
0.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.360 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.366 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.756 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.44% |
| Volatility 6M: |
|
123.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
