JP Morgan Call 540 IDXX 21.06.2024
/ DE000JB5E851
JP Morgan Call 540 IDXX 21.06.202.../ DE000JB5E851 /
2024-05-21 10:06:24 AM |
Chg.-0.080 |
Bid7:08:38 PM |
Ask7:08:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.100EUR |
-44.44% |
0.076 Bid Size: 100,000 |
0.086 Ask Size: 100,000 |
IDEXX Laboratories I... |
540.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
JB5E85 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
IDEXX Laboratories Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
540.00 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: |
44.17 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.12 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.27 |
Parity: |
-0.09 |
Time value: |
0.11 |
Break-even: |
508.27 |
Moneyness: |
0.98 |
Premium: |
0.04 |
Premium p.a.: |
0.61 |
Spread abs.: |
0.02 |
Spread %: |
20.00% |
Delta: |
0.43 |
Theta: |
-0.25 |
Omega: |
19.10 |
Rho: |
0.17 |
Quote data
Open: |
0.100 |
High: |
0.100 |
Low: |
0.100 |
Previous Close: |
0.180 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+92.31% |
1 Month |
|
|
+69.49% |
3 Months |
|
|
-77.27% |
YTD |
|
|
-82.76% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.220 |
0.052 |
1M High / 1M Low: |
0.220 |
0.019 |
6M High / 6M Low: |
0.650 |
0.019 |
High (YTD): |
2024-02-06 |
0.650 |
Low (YTD): |
2024-05-07 |
0.019 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.141 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.076 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.351 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
752.58% |
Volatility 6M: |
|
370.47% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |