JP Morgan Put 530 IDXX 17.05.2024
/ DE000JK4NAJ2
JP Morgan Put 530 IDXX 17.05.2024/ DE000JK4NAJ2 /
| 2024-05-13 10:11:48 AM |
Chg.- |
Bid8:50:16 AM |
Ask8:50:16 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.190EUR |
- |
0.220
Bid Size: 2,000 |
0.260
Ask Size: 2,000 |
IDEXX Laboratories I... |
530.00 USD |
2024-05-17 |
Put |
Master data
| WKN: |
JK4NAJ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
IDEXX Laboratories Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
530.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-03-20 |
| Last trading day: |
2024-05-16 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-22.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.26 |
| Parity: |
0.19 |
| Time value: |
0.03 |
| Break-even: |
470.74 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.65 |
| Spread abs.: |
0.03 |
| Spread %: |
15.00% |
| Delta: |
-0.78 |
| Theta: |
-0.81 |
| Omega: |
-17.28 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.190 |
| Previous Close: |
0.270 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-61.22% |
| 1 Month |
|
|
-42.42% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.190 |
| 1M High / 1M Low: |
0.540 |
0.190 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.360 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.416 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
377.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
