JP Morgan Put 35 PRLB 19.07.2024
/ DE000JB6GY36
JP Morgan Put 35 PRLB 19.07.2024/ DE000JB6GY36 /
| 2024-05-30 8:10:33 AM |
Chg.+0.050 |
Bid8:00:05 PM |
Ask8:00:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
+11.90% |
-
Bid Size: - |
-
Ask Size: - |
Proto Labs Inc |
35.00 USD |
2024-07-19 |
Put |
Master data
| WKN: |
JB6GY3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Proto Labs Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
35.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2023-11-14 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.39 |
| Parity: |
0.43 |
| Time value: |
0.12 |
| Break-even: |
26.90 |
| Moneyness: |
1.15 |
| Premium: |
0.04 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.10 |
| Spread %: |
22.22% |
| Delta: |
-0.67 |
| Theta: |
-0.02 |
| Omega: |
-3.40 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.470 |
| High: |
0.470 |
| Low: |
0.470 |
| Previous Close: |
0.420 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.68% |
| 1 Month |
|
|
-4.08% |
| 3 Months |
|
|
+30.56% |
| YTD |
|
|
+46.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.380 |
| 1M High / 1M Low: |
0.530 |
0.300 |
| 6M High / 6M Low: |
0.540 |
0.300 |
| High (YTD): |
2024-04-19 |
0.540 |
| Low (YTD): |
2024-05-16 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.406 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.400 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.399 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.40% |
| Volatility 6M: |
|
107.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
