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JP Morgan Call 350 CI 17.01.2025/  DE000JS7QP87  /

EUWAX
2024-11-19  11:28:27 AM Chg.-0.020 Bid1:21:49 PM Ask1:21:49 PM Underlying Strike price Expiration date Option type
0.300EUR -6.25% 0.310
Bid Size: 1,000		 0.390
Ask Size: 1,000		 Cigna Group 350.00 - 2025-01-17 Call
 

Master data

WKN: JS7QP8
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Cigna Group
Type: Warrant
Option type: Call
Strike price: 350.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 69.17
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.26
Parity: -4.56
Time value: 0.44
Break-even: 354.40
Moneyness: 0.87
Premium: 0.16
Premium p.a.: 1.56
Spread abs.: 0.10
Spread %: 29.41%
Delta: 0.19
Theta: -0.11
Omega: 13.41
Rho: 0.09
 

Quote data

Open: 0.300
High: 0.300
Low: 0.300
Previous Close: 0.320
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -70.59%
1 Month
  -85.58%
3 Months
  -82.86%
YTD
  -84.46%
1 Year
  -79.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.020 0.320
1M High / 1M Low: 1.020 0.320
6M High / 6M Low: 3.140 0.320
High (YTD): 2024-03-28 4.540
Low (YTD): 2024-11-18 0.320
52W High: 2024-03-28 4.540
52W Low: 2024-11-18 0.320
Avg. price 1W:   0.630
Avg. volume 1W:   0.000
Avg. price 1M:   0.602
Avg. volume 1M:   0.000
Avg. price 6M:   1.774
Avg. volume 6M:   0.000
Avg. price 1Y:   2.275
Avg. volume 1Y:   0.000
Volatility 1M:   802.29%
Volatility 6M:   358.33%
Volatility 1Y:   285.68%
Volatility 3Y:   -