JP Morgan Put 320 CI 17.01.2025
/ DE000JT3J087
JP Morgan Put 320 CI 17.01.2025/ DE000JT3J087 /
| 2024-09-26 8:58:01 AM |
Chg.- |
Bid11:27:30 AM |
Ask11:27:30 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
- |
0.840
Bid Size: 2,000 |
0.940
Ask Size: 2,000 |
Cigna Group |
320.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
JT3J08 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cigna Group |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
320.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-06-25 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-36.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
-2.24 |
| Time value: |
0.84 |
| Break-even: |
277.89 |
| Moneyness: |
0.93 |
| Premium: |
0.10 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.09 |
| Spread %: |
11.90% |
| Delta: |
-0.27 |
| Theta: |
-0.06 |
| Omega: |
-9.74 |
| Rho: |
-0.28 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.720 |
| Previous Close: |
0.700 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.32% |
| 1 Month |
|
|
+1.41% |
| 3 Months |
|
|
-43.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.570 |
| 1M High / 1M Low: |
0.740 |
0.480 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.628 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.617 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
196.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
