JP Morgan Call 330 CI 20.09.2024
/ DE000JB9L5F9
JP Morgan Call 330 CI 20.09.2024/ DE000JB9L5F9 /
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: |
|
- |