OverviewChartNewsTraderScreen

JP Morgan Put 290 CI 17.01.2025/  DE000JS7QP12  /

EUWAX
7/17/2024  11:22:58 AM Chg.-0.130 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.510EUR -20.31% -
Bid Size: -		 -
Ask Size: -		 Cigna Group 290.00 - 1/17/2025 Put
 

Master data

WKN: JS7QP1
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Cigna Group
Type: Warrant
Option type: Put
Strike price: 290.00 -
Maturity: 1/17/2025
Issue date: 2/10/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -38.47
Leverage: Yes

Calculated values

Fair value: 1.00
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.24
Parity: -2.16
Time value: 0.81
Break-even: 281.90
Moneyness: 0.93
Premium: 0.10
Premium p.a.: 0.20
Spread abs.: 0.30
Spread %: 58.82%
Delta: -0.26
Theta: -0.03
Omega: -9.86
Rho: -0.44
 

Quote data

Open: 0.510
High: 0.510
Low: 0.510
Previous Close: 0.640
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.17%
1 Month
  -26.09%
3 Months
  -47.96%
YTD
  -80.08%
1 Year
  -85.87%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.710 0.500
1M High / 1M Low: 0.870 0.500
6M High / 6M Low: 2.780 0.500
High (YTD): 1/25/2024 2.780
Low (YTD): 7/15/2024 0.500
52W High: 12/6/2023 4.350
52W Low: 7/15/2024 0.500
Avg. price 1W:   0.634
Avg. volume 1W:   0.000
Avg. price 1M:   0.671
Avg. volume 1M:   0.000
Avg. price 6M:   1.090
Avg. volume 6M:   0.000
Avg. price 1Y:   2.118
Avg. volume 1Y:   0.000
Volatility 1M:   177.43%
Volatility 6M:   110.64%
Volatility 1Y:   105.33%
Volatility 3Y:   -