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JP Morgan Put 260 CI 17.01.2025/  DE000JS7PUJ0  /

EUWAX
2024-11-19  11:28:24 AM Chg.-0.008 Bid1:30:43 PM Ask1:30:43 PM Underlying Strike price Expiration date Option type
0.088EUR -8.33% 0.085
Bid Size: 1,000		 0.190
Ask Size: 1,000		 Cigna Group 260.00 - 2025-01-17 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: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -108.70
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.26
Parity: -4.44
Time value: 0.28
Break-even: 257.20
Moneyness: 0.85
Premium: 0.15
Premium p.a.: 1.44
Spread abs.: 0.20
Spread %: 250.00%
Delta: -0.12
Theta: -0.07
Omega: -12.97
Rho: -0.06
 

Quote data

Open: 0.088
High: 0.088
Low: 0.088
Previous Close: 0.096
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+95.56%
1 Month  
+31.34%
3 Months
  -51.11%
YTD
  -94.50%
1 Year
  -95.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.096 0.045
1M High / 1M Low: 0.410 0.045
6M High / 6M Low: 0.440 0.045
High (YTD): 2024-01-25 1.750
Low (YTD): 2024-11-12 0.045
52W High: 2023-12-06 2.850
52W Low: 2024-11-12 0.045
Avg. price 1W:   0.071
Avg. volume 1W:   0.000
Avg. price 1M:   0.202
Avg. volume 1M:   0.000
Avg. price 6M:   0.210
Avg. volume 6M:   0.000
Avg. price 1Y:   0.643
Avg. volume 1Y:   0.000
Volatility 1M:   455.57%
Volatility 6M:   467.75%
Volatility 1Y:   340.81%
Volatility 3Y:   -