JP Morgan Call 340 CI 17.01.2025
/ DE000JT3J095
JP Morgan Call 340 CI 17.01.2025/ DE000JT3J095 /
16/08/2024 08:52:56 |
Chg.+0.05 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
2.05EUR |
+2.50% |
- Bid Size: - |
- Ask Size: - |
Cigna Group |
340.00 USD |
17/01/2025 |
Call |
Master data
WKN: |
JT3J09 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Cigna Group |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
340.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
25/06/2024 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
14.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.25 |
Parity: |
-0.30 |
Time value: |
2.17 |
Break-even: |
331.57 |
Moneyness: |
0.99 |
Premium: |
0.08 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.15 |
Spread %: |
7.43% |
Delta: |
0.55 |
Theta: |
-0.08 |
Omega: |
7.73 |
Rho: |
0.62 |
Quote data
Open: |
2.05 |
High: |
2.05 |
Low: |
2.05 |
Previous Close: |
2.00 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.96% |
1 Month |
|
|
-13.50% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.14 |
1.75 |
1M High / 1M Low: |
2.92 |
1.75 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.97 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.29 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
183.06% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |