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JP Morgan Put 260 CI 17.01.2025/  DE000JS7PUJ0  /

EUWAX
17/07/2024  11:22:54 Chg.-0.070 Bid22:00:41 Ask22:00:41 Underlying Strike price Expiration date Option type
0.190EUR -26.92% -
Bid Size: -		 -
Ask Size: -		 Cigna Group 260.00 - 17/01/2025 Put
 

Master data

WKN: JS7PUJ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Cigna Group
Type: Warrant
Option type: Put
Strike price: 260.00 -
Maturity: 17/01/2025
Issue date: 10/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -62.32
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.24
Parity: -5.16
Time value: 0.50
Break-even: 255.00
Moneyness: 0.83
Premium: 0.18
Premium p.a.: 0.39
Spread abs.: 0.30
Spread %: 150.00%
Delta: -0.14
Theta: -0.03
Omega: -8.76
Rho: -0.25
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.260
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -32.14%
1 Month
  -36.67%
3 Months
  -64.81%
YTD
  -88.13%
1 Year
  -92.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.190
1M High / 1M Low: 0.360 0.190
6M High / 6M Low: 1.750 0.190
High (YTD): 25/01/2024 1.750
Low (YTD): 15/07/2024 0.190
52W High: 06/12/2023 2.850
52W Low: 15/07/2024 0.190
Avg. price 1W:   0.250
Avg. volume 1W:   0.000
Avg. price 1M:   0.279
Avg. volume 1M:   0.000
Avg. price 6M:   0.602
Avg. volume 6M:   0.000
Avg. price 1Y:   1.336
Avg. volume 1Y:   0.000
Volatility 1M:   206.43%
Volatility 6M:   124.46%
Volatility 1Y:   116.37%
Volatility 3Y:   -