JP Morgan Call 360 CI 20.06.2025
/ DE000JT103N4
JP Morgan Call 360 CI 20.06.2025/ DE000JT103N4 /
| 9/18/2024 9:52:53 AM |
Chg.-0.62 |
Bid6:57:42 PM |
Ask6:57:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.99EUR |
-17.17% |
3.14
Bid Size: 20,000 |
3.22
Ask Size: 20,000 |
Cigna Group |
360.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
JT103N |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cigna Group |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
360.00 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: |
10.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.88 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.24 |
| Parity: |
-0.34 |
| Time value: |
3.18 |
| Break-even: |
355.48 |
| Moneyness: |
0.99 |
| Premium: |
0.11 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.20 |
| Spread %: |
6.71% |
| Delta: |
0.57 |
| Theta: |
-0.07 |
| Omega: |
5.76 |
| Rho: |
1.14 |
Quote data
| Open: |
2.99 |
| High: |
2.99 |
| Low: |
2.99 |
| Previous Close: |
3.61 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.27% |
| 1 Month |
|
|
+33.48% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.61 |
3.19 |
| 1M High / 1M Low: |
3.72 |
2.32 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.39 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
