JP Morgan Call 390 CI 18.10.2024
/ DE000JT2WEH4
JP Morgan Call 390 CI 18.10.2024/ DE000JT2WEH4 /
| 2024-08-01 9:09:10 AM |
Chg.-0.010 |
Bid10:23:06 AM |
Ask10:23:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
-3.03% |
0.310
Bid Size: 1,000 |
0.510
Ask Size: 1,000 |
Cigna Group |
390.00 USD |
2024-10-18 |
Call |
Master data
| WKN: |
JT2WEH |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cigna Group |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
390.00 USD |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-06-20 |
| Last trading day: |
2024-10-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
68.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.25 |
| Parity: |
-3.82 |
| Time value: |
0.47 |
| Break-even: |
365.03 |
| Moneyness: |
0.89 |
| Premium: |
0.13 |
| Premium p.a.: |
0.79 |
| Spread abs.: |
0.18 |
| Spread %: |
64.52% |
| Delta: |
0.22 |
| Theta: |
-0.08 |
| Omega: |
14.92 |
| Rho: |
0.14 |
Quote data
| Open: |
0.320 |
| High: |
0.320 |
| Low: |
0.320 |
| Previous Close: |
0.330 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.00% |
| 1 Month |
|
|
+77.78% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.250 |
| 1M High / 1M Low: |
0.330 |
0.074 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.282 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.190 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
450.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
