JP Morgan Call 380 CI 16.08.2024
/ DE000JT1SDR5
JP Morgan Call 380 CI 16.08.2024/ DE000JT1SDR5 /
8/8/2024 9:44:21 AM |
Chg.-0.019 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.008EUR |
-70.37% |
- Bid Size: - |
- Ask Size: - |
Cigna Group |
380.00 USD |
8/16/2024 |
Call |
Master data
WKN: |
JT1SDR |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Cigna Group |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
380.00 USD |
Maturity: |
8/16/2024 |
Issue date: |
6/26/2024 |
Last trading day: |
8/15/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
106.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.88 |
Historic volatility: |
0.25 |
Parity: |
-4.67 |
Time value: |
0.28 |
Break-even: |
350.58 |
Moneyness: |
0.87 |
Premium: |
0.16 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.27 |
Spread %: |
2,718.18% |
Delta: |
0.15 |
Theta: |
-0.57 |
Omega: |
15.80 |
Rho: |
0.01 |
Quote data
Open: |
0.008 |
High: |
0.008 |
Low: |
0.008 |
Previous Close: |
0.027 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-92.73% |
1 Month |
|
|
-69.23% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.110 |
0.012 |
1M High / 1M Low: |
0.150 |
0.012 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.037 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.071 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
733.87% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |