JP Morgan Call 65 CVS 15.11.2024
/ DE000JK89SN3
JP Morgan Call 65 CVS 15.11.2024/ DE000JK89SN3 /
9/4/2024 10:49:55 AM |
Chg.+0.014 |
Bid11:15:29 AM |
Ask11:15:29 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.098EUR |
+16.67% |
0.100 Bid Size: 50,000 |
0.110 Ask Size: 50,000 |
CVS Health Corporati... |
65.00 USD |
11/15/2024 |
Call |
Master data
WKN: |
JK89SN |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
CVS Health Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
65.00 USD |
Maturity: |
11/15/2024 |
Issue date: |
4/29/2024 |
Last trading day: |
11/14/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
47.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.27 |
Parity: |
-0.69 |
Time value: |
0.11 |
Break-even: |
59.93 |
Moneyness: |
0.88 |
Premium: |
0.15 |
Premium p.a.: |
1.07 |
Spread abs.: |
0.01 |
Spread %: |
10.00% |
Delta: |
0.25 |
Theta: |
-0.02 |
Omega: |
11.70 |
Rho: |
0.02 |
Quote data
Open: |
0.098 |
High: |
0.098 |
Low: |
0.098 |
Previous Close: |
0.084 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.00% |
1 Month |
|
|
-60.80% |
3 Months |
|
|
-65.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.100 |
0.084 |
1M High / 1M Low: |
0.260 |
0.084 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.090 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.131 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
265.62% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |