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: |
|
- |
