JP Morgan Call 360 CI 15.11.2024
/ DE000JB89TD1
JP Morgan Call 360 CI 15.11.2024/ DE000JB89TD1 /
| 8/1/2024 8:27:16 AM |
Chg.-0.21 |
Bid10:28:50 AM |
Ask10:28:50 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.53EUR |
-12.07% |
1.51
Bid Size: 2,000 |
1.66
Ask Size: 2,000 |
Cigna Group |
360.00 USD |
11/15/2024 |
Call |
Master data
| WKN: |
JB89TD |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cigna Group |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
360.00 USD |
| Maturity: |
11/15/2024 |
| Issue date: |
1/9/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.40 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.25 |
| Parity: |
-1.05 |
| Time value: |
1.54 |
| Break-even: |
348.03 |
| Moneyness: |
0.97 |
| Premium: |
0.08 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.14 |
| Spread %: |
9.87% |
| Delta: |
0.47 |
| Theta: |
-0.10 |
| Omega: |
9.80 |
| Rho: |
0.39 |
Quote data
| Open: |
1.53 |
| High: |
1.53 |
| Low: |
1.53 |
| Previous Close: |
1.74 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.04% |
| 1 Month |
|
|
+56.12% |
| 3 Months |
|
|
-44.96% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.74 |
1.31 |
| 1M High / 1M Low: |
1.74 |
0.56 |
| 6M High / 6M Low: |
3.52 |
0.56 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.98 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
267.40% |
| Volatility 6M: |
|
175.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
