JP Morgan Put 40 PRLB 18.10.2024
/ DE000JB9XYR4
JP Morgan Put 40 PRLB 18.10.2024/ DE000JB9XYR4 /
2024-05-23 1:09:28 PM |
Chg.+0.020 |
Bid6:34:03 PM |
Ask6:34:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.860EUR |
+2.38% |
0.900 Bid Size: 25,000 |
1.000 Ask Size: 25,000 |
Proto Labs Inc |
40.00 USD |
2024-10-18 |
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: |
2024-10-18 |
Issue date: |
2024-01-03 |
Last trading day: |
2024-10-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-2.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.80 |
Intrinsic value: |
0.78 |
Implied volatility: |
0.66 |
Historic volatility: |
0.39 |
Parity: |
0.78 |
Time value: |
0.20 |
Break-even: |
27.16 |
Moneyness: |
1.27 |
Premium: |
0.07 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.18 |
Spread %: |
23.26% |
Delta: |
-0.62 |
Theta: |
-0.01 |
Omega: |
-1.85 |
Rho: |
-0.11 |
Quote data
Open: |
0.860 |
High: |
0.860 |
Low: |
0.860 |
Previous Close: |
0.840 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+13.16% |
1 Month |
|
|
-8.51% |
3 Months |
|
|
+16.22% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.840 |
0.760 |
1M High / 1M Low: |
0.980 |
0.760 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.808 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.884 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
60.75% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |