JP Morgan Call 55 CVS 15.11.2024
/ DE000JK849A8
JP Morgan Call 55 CVS 15.11.2024/ DE000JK849A8 /
| 08/10/2024 08:40:25 |
Chg.+0.030 |
Bid13:46:00 |
Ask13:46:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
+3.19% |
0.980
Bid Size: 25,000 |
0.990
Ask Size: 25,000 |
CVS Health Corporati... |
55.00 USD |
15/11/2024 |
Call |
Master data
| WKN: |
JK849A |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CVS Health Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 USD |
| Maturity: |
15/11/2024 |
| Issue date: |
07/05/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.96 |
| Intrinsic value: |
0.93 |
| Implied volatility: |
- |
| Historic volatility: |
0.27 |
| Parity: |
0.93 |
| Time value: |
-0.04 |
| Break-even: |
59.05 |
| Moneyness: |
1.19 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
1.03% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.970 |
| High: |
0.970 |
| Low: |
0.970 |
| Previous Close: |
0.940 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.78% |
| 1 Month |
|
|
+102.08% |
| 3 Months |
|
|
+97.96% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.690 |
| 1M High / 1M Low: |
0.940 |
0.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.812 |
| Avg. volume 1W: |
|
6,000 |
| Avg. price 1M: |
|
0.564 |
| Avg. volume 1M: |
|
1,428.571 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
225.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
