JP Morgan Put 310 CI 17.01.2025
/ DE000JB4JN46
JP Morgan Put 310 CI 17.01.2025/ DE000JB4JN46 /
| 6/28/2024 9:29:06 AM |
Chg.+0.10 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.08EUR |
+10.20% |
-
Bid Size: - |
-
Ask Size: - |
Cigna Group |
310.00 USD |
1/17/2025 |
Put |
Master data
| WKN: |
JB4JN4 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cigna Group |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
310.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
10/18/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-24.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.25 |
| Parity: |
-1.92 |
| Time value: |
1.27 |
| Break-even: |
276.65 |
| Moneyness: |
0.94 |
| Premium: |
0.10 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.19 |
| Spread %: |
17.24% |
| Delta: |
-0.30 |
| Theta: |
-0.04 |
| Omega: |
-7.25 |
| Rho: |
-0.58 |
Quote data
| Open: |
1.08 |
| High: |
1.08 |
| Low: |
1.08 |
| Previous Close: |
0.98 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.88% |
| 1 Month |
|
|
-17.56% |
| 3 Months |
|
|
-7.69% |
| YTD |
|
|
-67.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.08 |
0.86 |
| 1M High / 1M Low: |
1.31 |
0.86 |
| 6M High / 6M Low: |
3.65 |
0.86 |
| High (YTD): |
1/25/2024 |
3.65 |
| Low (YTD): |
6/25/2024 |
0.86 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.97 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.75 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.64% |
| Volatility 6M: |
|
91.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
