JP Morgan Call 330 CI 20.09.2024/  DE000JB9L5F9  /

EUWAX
9/6/2024  8:37:29 AM Chg.-1.04 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
2.36EUR -30.59% -
Bid Size: -
-
Ask Size: -
Cigna Group 330.00 USD 9/20/2024 Call
 

Master data

WKN: JB9L5F
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Cigna Group
Type: Warrant
Option type: Call
Strike price: 330.00 USD
Maturity: 9/20/2024
Issue date: 1/9/2024
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.61
Leverage: Yes

Calculated values

Fair value: 2.19
Intrinsic value: 2.12
Implied volatility: 0.22
Historic volatility: 0.24
Parity: 2.12
Time value: 0.06
Break-even: 319.52
Moneyness: 1.07
Premium: 0.00
Premium p.a.: 0.06
Spread abs.: 0.14
Spread %: 6.61%
Delta: 0.95
Theta: -0.08
Omega: 13.92
Rho: 0.10
 

Quote data

Open: 2.36
High: 2.36
Low: 2.36
Previous Close: 3.40
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.62%
1 Month  
+95.04%
3 Months  
+9.77%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.40 2.36
1M High / 1M Low: 3.40 0.89
6M High / 6M Low: 4.70 0.87
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.92
Avg. volume 1W:   0.00
Avg. price 1M:   1.93
Avg. volume 1M:   0.00
Avg. price 6M:   2.53
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   246.28%
Volatility 6M:   196.14%
Volatility 1Y:   -
Volatility 3Y:   -