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JP Morgan Call 400 CI 17.01.2025/  DE000JS7QPD1  /

EUWAX
9/18/2024  11:51:35 AM Chg.-0.280 Bid4:08:16 PM Ask4:08:16 PM Underlying Strike price Expiration date Option type
0.580EUR -32.56% 0.620
Bid Size: 20,000		 0.670
Ask Size: 20,000		 Cigna Group 400.00 - 1/17/2025 Call
 

Master data

WKN: JS7QPD
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Cigna Group
Type: Warrant
Option type: Call
Strike price: 400.00 -
Maturity: 1/17/2025
Issue date: 2/10/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 44.48
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.24
Parity: -7.97
Time value: 0.72
Break-even: 407.20
Moneyness: 0.80
Premium: 0.27
Premium p.a.: 1.06
Spread abs.: 0.15
Spread %: 26.32%
Delta: 0.20
Theta: -0.09
Omega: 8.93
Rho: 0.19
 

Quote data

Open: 0.580
High: 0.580
Low: 0.580
Previous Close: 0.860
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.43%
1 Month  
+52.63%
3 Months  
+9.43%
YTD
  -32.56%
1 Year
  -38.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.860 0.670
1M High / 1M Low: 0.940 0.360
6M High / 6M Low: 2.250 0.250
High (YTD): 3/28/2024 2.250
Low (YTD): 7/8/2024 0.250
52W High: 3/28/2024 2.250
52W Low: 7/8/2024 0.250
Avg. price 1W:   0.760
Avg. volume 1W:   0.000
Avg. price 1M:   0.634
Avg. volume 1M:   0.000
Avg. price 6M:   0.904
Avg. volume 6M:   0.000
Avg. price 1Y:   1.003
Avg. volume 1Y:   0.000
Volatility 1M:   246.44%
Volatility 6M:   224.47%
Volatility 1Y:   223.32%
Volatility 3Y:   -