JP Morgan Put 540 IDXX 21.06.2024
/ DE000JB7EDA8
JP Morgan Put 540 IDXX 21.06.2024/ DE000JB7EDA8 /
| 2024-05-30 10:28:16 AM |
Chg.- |
Bid8:02:03 AM |
Ask8:02:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
IDEXX Laboratories I... |
540.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
JB7EDA |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
IDEXX Laboratories Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
540.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-07 |
| Last trading day: |
2024-05-31 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.26 |
| Parity: |
0.37 |
| Time value: |
0.05 |
| Break-even: |
456.55 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.02 |
| Spread %: |
5.00% |
| Delta: |
-0.76 |
| Theta: |
-0.29 |
| Omega: |
-8.40 |
| Rho: |
-0.23 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.430 |
| Previous Close: |
0.320 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+59.26% |
| 1 Month |
|
|
+4.88% |
| 3 Months |
|
|
+115.00% |
| YTD |
|
|
+43.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.240 |
| 1M High / 1M Low: |
0.630 |
0.110 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-19 |
0.640 |
| Low (YTD): |
2024-05-20 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.302 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.344 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
436.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
