JP Morgan Call 370 CI 17.01.2025
/ DE000JT1UK15
JP Morgan Call 370 CI 17.01.2025/ DE000JT1UK15 /
8/16/2024 8:39:16 AM |
Chg.+0.030 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.940EUR |
+3.30% |
- Bid Size: - |
- Ask Size: - |
Cigna Group |
370.00 USD |
1/17/2025 |
Call |
Master data
WKN: |
JT1UK1 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Cigna Group |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
370.00 USD |
Maturity: |
1/17/2025 |
Issue date: |
6/25/2024 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
28.41 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.25 |
Parity: |
-3.03 |
Time value: |
1.08 |
Break-even: |
348.01 |
Moneyness: |
0.91 |
Premium: |
0.13 |
Premium p.a.: |
0.35 |
Spread abs.: |
0.15 |
Spread %: |
16.13% |
Delta: |
0.35 |
Theta: |
-0.07 |
Omega: |
9.84 |
Rho: |
0.40 |
Quote data
Open: |
0.940 |
High: |
0.940 |
Low: |
0.940 |
Previous Close: |
0.910 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.48% |
1 Month |
|
|
-19.66% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.020 |
0.780 |
1M High / 1M Low: |
1.640 |
0.780 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.902 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.130 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
233.17% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |