JP Morgan Put 300 CI 20.12.2024
/ DE000JV3W581
JP Morgan Put 300 CI 20.12.2024/ DE000JV3W581 /
| 11/14/2024 8:59:09 AM |
Chg.+0.040 |
Bid9:57:22 AM |
Ask9:57:22 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
+40.00% |
0.140
Bid Size: 1,000 |
0.290
Ask Size: 1,000 |
Cigna Group |
300.00 USD |
12/20/2024 |
Put |
Master data
| WKN: |
JV3W58 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cigna Group |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
300.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
10/22/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-110.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.26 |
| Parity: |
-3.03 |
| Time value: |
0.28 |
| Break-even: |
281.10 |
| Moneyness: |
0.90 |
| Premium: |
0.11 |
| Premium p.a.: |
1.77 |
| Spread abs.: |
0.14 |
| Spread %: |
100.00% |
| Delta: |
-0.15 |
| Theta: |
-0.11 |
| Omega: |
-16.95 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.140 |
| High: |
0.140 |
| Low: |
0.140 |
| Previous Close: |
0.100 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-70.83% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.088 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.278 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
