JP Morgan Put 260 CI 17.01.2025
/ DE000JS7PUJ0
JP Morgan Put 260 CI 17.01.2025/ DE000JS7PUJ0 /
8/16/2024 11:32:41 AM |
Chg.-0.030 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.210EUR |
-12.50% |
- Bid Size: - |
- Ask Size: - |
Cigna Group |
260.00 - |
1/17/2025 |
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: |
1/17/2025 |
Issue date: |
2/10/2023 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-81.69 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.23 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.24 |
Parity: |
-5.04 |
Time value: |
0.38 |
Break-even: |
256.20 |
Moneyness: |
0.84 |
Premium: |
0.17 |
Premium p.a.: |
0.47 |
Spread abs.: |
0.20 |
Spread %: |
111.11% |
Delta: |
-0.13 |
Theta: |
-0.03 |
Omega: |
-10.22 |
Rho: |
-0.18 |
Quote data
Open: |
0.210 |
High: |
0.210 |
Low: |
0.210 |
Previous Close: |
0.240 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-27.59% |
1 Month |
|
|
+10.53% |
3 Months |
|
|
-41.67% |
YTD |
|
|
-86.88% |
1 Year |
|
|
-90.71% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.300 |
0.210 |
1M High / 1M Low: |
0.440 |
0.130 |
6M High / 6M Low: |
0.880 |
0.130 |
High (YTD): |
1/25/2024 |
1.750 |
Low (YTD): |
7/31/2024 |
0.130 |
52W High: |
12/6/2023 |
2.850 |
52W Low: |
7/31/2024 |
0.130 |
Avg. price 1W: |
|
0.256 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.240 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.408 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.157 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
350.48% |
Volatility 6M: |
|
187.83% |
Volatility 1Y: |
|
154.81% |
Volatility 3Y: |
|
- |