JP Morgan Call 360 CI 15.11.2024
/ DE000JB89TD1
JP Morgan Call 360 CI 15.11.2024/ DE000JB89TD1 /
| 31/07/2024 12:58:21 |
Chg.+0.28 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.74EUR |
+19.18% |
-
Bid Size: - |
-
Ask Size: - |
Cigna Group |
360.00 USD |
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 USD |
| Maturity: |
15/11/2024 |
| Issue date: |
09/01/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.59 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.25 |
| Parity: |
-0.67 |
| Time value: |
1.91 |
| Break-even: |
351.95 |
| Moneyness: |
0.98 |
| Premium: |
0.08 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.15 |
| Spread %: |
8.52% |
| Delta: |
0.51 |
| Theta: |
-0.11 |
| Omega: |
8.66 |
| Rho: |
0.43 |
Quote data
| Open: |
1.74 |
| High: |
1.74 |
| Low: |
1.74 |
| Previous Close: |
1.46 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.83% |
| 1 Month |
|
|
+77.55% |
| 3 Months |
|
|
-37.41% |
| 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: |
|
- |
