JP Morgan Put 220 HUM 17.01.2025
/ DE000JV1U969
JP Morgan Put 220 HUM 17.01.2025/ DE000JV1U969 /
| 07/11/2024 10:05:01 |
Chg.-0.033 |
Bid18:14:40 |
Ask18:14:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.022EUR |
-60.00% |
0.021
Bid Size: 200,000 |
0.031
Ask Size: 200,000 |
Humana Inc |
220.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
JV1U96 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Humana Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
220.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
04/10/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-70.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.35 |
| Parity: |
-0.64 |
| Time value: |
0.04 |
| Break-even: |
201.20 |
| Moneyness: |
0.76 |
| Premium: |
0.25 |
| Premium p.a.: |
2.17 |
| Spread abs.: |
0.02 |
| Spread %: |
65.22% |
| Delta: |
-0.11 |
| Theta: |
-0.08 |
| Omega: |
-7.56 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.022 |
| High: |
0.022 |
| Low: |
0.022 |
| Previous Close: |
0.055 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-72.50% |
| 1 Month |
|
|
-85.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.087 |
0.055 |
| 1M High / 1M Low: |
0.150 |
0.055 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.075 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.096 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
304.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
