JP Morgan Call 310 CI 19.09.2025
/ DE000JV4UCH4
JP Morgan Call 310 CI 19.09.2025/ DE000JV4UCH4 /
| 2024-11-19 11:54:42 AM |
Chg.-0.01 |
Bid1:18:58 PM |
Ask1:18:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.12EUR |
-0.24% |
4.13
Bid Size: 2,000 |
4.28
Ask Size: 2,000 |
Cigna Group |
310.00 USD |
2025-09-19 |
Call |
Master data
| WKN: |
JV4UCH |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cigna Group |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
310.00 USD |
| Maturity: |
2025-09-19 |
| Issue date: |
2024-10-31 |
| Last trading day: |
2025-09-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.87 |
| Intrinsic value: |
1.18 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.26 |
| Parity: |
1.18 |
| Time value: |
2.99 |
| Break-even: |
334.23 |
| Moneyness: |
1.04 |
| Premium: |
0.10 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.19 |
| Spread %: |
4.75% |
| Delta: |
0.65 |
| Theta: |
-0.06 |
| Omega: |
4.73 |
| Rho: |
1.29 |
Quote data
| Open: |
4.12 |
| High: |
4.12 |
| Low: |
4.12 |
| Previous Close: |
4.13 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.30% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.59 |
4.13 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.74 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
