JP Morgan Put 280 CI 17.01.2025
/ DE000JS7PUL6
JP Morgan Put 280 CI 17.01.2025/ DE000JS7PUL6 /
16/08/2024 11:32:41 |
Chg.-0.040 |
Bid13:20:01 |
Ask13:20:01 |
Underlying |
Strike price |
Expiration date |
Option type |
0.380EUR |
-9.52% |
0.390 Bid Size: 1,000 |
0.490 Ask Size: 1,000 |
Cigna Group |
280.00 - |
17/01/2025 |
Put |
Master data
WKN: |
JS7PUL |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Cigna Group |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
280.00 - |
Maturity: |
17/01/2025 |
Issue date: |
10/02/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-52.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.71 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.25 |
Parity: |
-2.69 |
Time value: |
0.59 |
Break-even: |
274.10 |
Moneyness: |
0.91 |
Premium: |
0.11 |
Premium p.a.: |
0.27 |
Spread abs.: |
0.20 |
Spread %: |
51.28% |
Delta: |
-0.21 |
Theta: |
-0.04 |
Omega: |
-11.07 |
Rho: |
-0.30 |
Quote data
Open: |
0.380 |
High: |
0.380 |
Low: |
0.380 |
Previous Close: |
0.420 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-24.00% |
1 Month |
|
|
-20.83% |
3 Months |
|
|
-30.91% |
YTD |
|
|
-82.81% |
1 Year |
|
|
-86.99% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.550 |
0.420 |
1M High / 1M Low: |
0.750 |
0.260 |
6M High / 6M Low: |
1.260 |
0.260 |
High (YTD): |
25/01/2024 |
2.400 |
Low (YTD): |
31/07/2024 |
0.260 |
52W High: |
06/12/2023 |
3.800 |
52W Low: |
31/07/2024 |
0.260 |
Avg. price 1W: |
|
0.484 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.445 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.656 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.614 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
321.83% |
Volatility 6M: |
|
168.51% |
Volatility 1Y: |
|
141.44% |
Volatility 3Y: |
|
- |