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JP Morgan Call 500 IDXX 21.06.202.../  DE000JB5E810  /

EUWAX
2024-05-21  10:06:23 AM Chg.-0.120 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.340EUR -26.09% -
Bid Size: -		 -
Ask Size: -		 IDEXX Laboratories I... 500.00 USD 2024-06-21 Call
 

Master data

WKN: JB5E81
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: IDEXX Laboratories Inc
Type: Warrant
Option type: Call
Strike price: 500.00 USD
Maturity: 2024-06-21
Issue date: 2023-11-17
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 13.56
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.28
Implied volatility: 0.32
Historic volatility: 0.27
Parity: 0.28
Time value: 0.08
Break-even: 496.39
Moneyness: 1.06
Premium: 0.02
Premium p.a.: 0.22
Spread abs.: 0.02
Spread %: 5.88%
Delta: 0.76
Theta: -0.27
Omega: 10.29
Rho: 0.28
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.460
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+70.00%
1 Month  
+126.67%
3 Months
  -50.00%
YTD
  -59.04%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.200
1M High / 1M Low: 0.500 0.081
6M High / 6M Low: 0.920 0.081
High (YTD): 2024-02-06 0.920
Low (YTD): 2024-05-07 0.081
52W High: - -
52W Low: - -
Avg. price 1W:   0.378
Avg. volume 1W:   0.000
Avg. price 1M:   0.218
Avg. volume 1M:   0.000
Avg. price 6M:   0.556
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   520.65%
Volatility 6M:   268.11%
Volatility 1Y:   -
Volatility 3Y:   -