JP Morgan Call 340 CI 20.06.2025
/ DE000JT103M6
JP Morgan Call 340 CI 20.06.2025/ DE000JT103M6 /
| 9/18/2024 9:52:53 AM |
Chg.-0.71 |
Bid4:45:37 PM |
Ask4:45:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.03EUR |
-14.98% |
4.11
Bid Size: 20,000 |
4.19
Ask Size: 20,000 |
Cigna Group |
340.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
JT103M |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cigna Group |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
340.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
6/21/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.83 |
| Intrinsic value: |
1.46 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.24 |
| Parity: |
1.46 |
| Time value: |
2.34 |
| Break-even: |
343.64 |
| Moneyness: |
1.05 |
| Premium: |
0.07 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.18 |
| Spread %: |
4.98% |
| Delta: |
0.68 |
| Theta: |
-0.06 |
| Omega: |
5.70 |
| Rho: |
1.34 |
Quote data
| Open: |
4.03 |
| High: |
4.03 |
| Low: |
4.03 |
| Previous Close: |
4.74 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.73% |
| 1 Month |
|
|
+29.17% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.74 |
4.23 |
| 1M High / 1M Low: |
4.84 |
3.21 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.47 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
