JP Morgan Call 360 CI 15.11.2024/  DE000JB89TD1  /

EUWAX
13/11/2024  08:30:34 Chg.-0.013 Bid20:00:06 Ask20:00:06 Underlying Strike price Expiration date Option type
0.003EUR -81.25% -
Bid Size: -
-
Ask Size: -
Cigna Group 360.00 - 15/11/2024 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 -
Maturity: 15/11/2024
Issue date: 09/01/2024
Last trading day: 13/11/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 103.27
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.01
Historic volatility: 0.26
Parity: -1.90
Time value: 0.31
Break-even: 342.19
Moneyness: 0.94
Premium: 0.07
Premium p.a.: 0.00
Spread abs.: 0.30
Spread %: 5,066.67%
Delta: 0.23
Theta: -1.82
Omega: 23.91
Rho: 0.00
 

Quote data

Open: 0.003
High: 0.003
Low: 0.003
Previous Close: 0.016
Turnover: -
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -96.39%
1 Month
  -99.66%
3 Months
  -99.53%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.083 0.007
1M High / 1M Low: 1.100 0.007
6M High / 6M Low: 2.080 0.007
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.026
Avg. volume 1W:   0.000
Avg. price 1M:   0.278
Avg. volume 1M:   0.000
Avg. price 6M:   1.046
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,506.07%
Volatility 6M:   625.77%
Volatility 1Y:   -
Volatility 3Y:   -