JP Morgan Call 380 CI 20.09.2024
/ DE000JB9L5L7
JP Morgan Call 380 CI 20.09.2024/ DE000JB9L5L7 /
| 2024-08-01 8:30:30 AM |
Chg.+0.010 |
Bid5:18:53 PM |
Ask5:18:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
+3.33% |
0.070
Bid Size: 15,000 |
0.130
Ask Size: 15,000 |
Cigna Group |
380.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
JB9L5L |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cigna Group |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-09 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
71.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.25 |
| Parity: |
-2.89 |
| Time value: |
0.45 |
| Break-even: |
355.58 |
| Moneyness: |
0.92 |
| Premium: |
0.10 |
| Premium p.a.: |
1.06 |
| Spread abs.: |
0.15 |
| Spread %: |
50.00% |
| Delta: |
0.24 |
| Theta: |
-0.11 |
| Omega: |
16.98 |
| Rho: |
0.10 |
Quote data
| Open: |
0.310 |
| High: |
0.310 |
| Low: |
0.310 |
| Previous Close: |
0.300 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.00% |
| 1 Month |
|
|
+82.35% |
| 3 Months |
|
|
-75.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.240 |
| 1M High / 1M Low: |
0.310 |
0.076 |
| 6M High / 6M Low: |
1.910 |
0.076 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.268 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.184 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.829 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
493.10% |
| Volatility 6M: |
|
299.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
