JP Morgan Call 75 CVS 15.11.2024
/ DE000JK7PGK5
JP Morgan Call 75 CVS 15.11.2024/ DE000JK7PGK5 /
| 7/29/2024 9:48:40 AM |
Chg.+0.028 |
Bid8:58:20 PM |
Ask8:58:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.096EUR |
+41.18% |
0.100
Bid Size: 125,000 |
0.110
Ask Size: 125,000 |
CVS Health Corporati... |
75.00 USD |
11/15/2024 |
Call |
Master data
| WKN: |
JK7PGK |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CVS Health Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 USD |
| Maturity: |
11/15/2024 |
| Issue date: |
4/5/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
51.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.28 |
| Parity: |
-1.29 |
| Time value: |
0.11 |
| Break-even: |
70.21 |
| Moneyness: |
0.81 |
| Premium: |
0.25 |
| Premium p.a.: |
1.11 |
| Spread abs.: |
0.01 |
| Spread %: |
12.24% |
| Delta: |
0.19 |
| Theta: |
-0.02 |
| Omega: |
9.83 |
| Rho: |
0.03 |
Quote data
| Open: |
0.096 |
| High: |
0.096 |
| Low: |
0.096 |
| Previous Close: |
0.068 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+54.84% |
| 1 Month |
|
|
+60.00% |
| 3 Months |
|
|
-58.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.068 |
0.048 |
| 1M High / 1M Low: |
0.092 |
0.045 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.059 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.059 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
266.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
