JP Morgan Call 60 CVS 15.11.2024
/ DE000JK849B6
JP Morgan Call 60 CVS 15.11.2024/ DE000JK849B6 /
| 2024-10-08 8:40:26 AM |
Chg.+0.020 |
Bid9:14:51 AM |
Ask9:14:51 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
+3.51% |
0.590
Bid Size: 50,000 |
0.600
Ask Size: 50,000 |
CVS Health Corporati... |
60.00 USD |
2024-11-15 |
Call |
Master data
| WKN: |
JK849B |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CVS Health Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-05-07 |
| Last trading day: |
2024-11-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.27 |
| Parity: |
0.42 |
| Time value: |
0.09 |
| Break-even: |
59.80 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
1.82% |
| Delta: |
0.79 |
| Theta: |
-0.03 |
| Omega: |
9.14 |
| Rho: |
0.04 |
Quote data
| Open: |
0.590 |
| High: |
0.590 |
| Low: |
0.590 |
| Previous Close: |
0.570 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.27% |
| 1 Month |
|
|
+145.83% |
| 3 Months |
|
|
+110.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.380 |
| 1M High / 1M Low: |
0.570 |
0.180 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.472 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.300 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
305.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
