JP Morgan Call 320 CI 15.11.2024
/ DE000JB89T92
JP Morgan Call 320 CI 15.11.2024/ DE000JB89T92 /
06/09/2024 08:32:59 |
Chg.-0.93 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
3.86EUR |
-19.42% |
- Bid Size: - |
- Ask Size: - |
Cigna Group |
320.00 USD |
15/11/2024 |
Call |
Master data
WKN: |
JB89T9 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Cigna Group |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
320.00 USD |
Maturity: |
15/11/2024 |
Issue date: |
09/01/2024 |
Last trading day: |
14/11/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.18 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.46 |
Intrinsic value: |
3.02 |
Implied volatility: |
0.36 |
Historic volatility: |
0.24 |
Parity: |
3.02 |
Time value: |
0.88 |
Break-even: |
327.67 |
Moneyness: |
1.10 |
Premium: |
0.03 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.10 |
Spread %: |
2.63% |
Delta: |
0.78 |
Theta: |
-0.13 |
Omega: |
6.35 |
Rho: |
0.39 |
Quote data
Open: |
3.86 |
High: |
3.86 |
Low: |
3.86 |
Previous Close: |
4.79 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.23% |
1 Month |
|
|
+50.19% |
3 Months |
|
|
+14.54% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.79 |
3.86 |
1M High / 1M Low: |
4.79 |
2.48 |
6M High / 6M Low: |
5.94 |
1.91 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.34 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.40 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.82 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
122.92% |
Volatility 6M: |
|
122.26% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |