JP Morgan Put 320 CI 17.01.2025
/ DE000JT3J087
JP Morgan Put 320 CI 17.01.2025/ DE000JT3J087 /
10/18/2024 8:56:33 AM |
Chg.+0.060 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.590EUR |
+11.32% |
- Bid Size: - |
- Ask Size: - |
Cigna Group |
320.00 USD |
1/17/2025 |
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: |
1/17/2025 |
Issue date: |
6/25/2024 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-25.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.78 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.25 |
Parity: |
-1.47 |
Time value: |
1.20 |
Break-even: |
282.45 |
Moneyness: |
0.95 |
Premium: |
0.09 |
Premium p.a.: |
0.40 |
Spread abs.: |
0.10 |
Spread %: |
9.09% |
Delta: |
-0.33 |
Theta: |
-0.09 |
Omega: |
-8.58 |
Rho: |
-0.28 |
Quote data
Open: |
0.590 |
High: |
0.590 |
Low: |
0.590 |
Previous Close: |
0.530 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-13.24% |
1 Month |
|
|
+3.51% |
3 Months |
|
|
-50.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.690 |
0.530 |
1M High / 1M Low: |
0.940 |
0.530 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.620 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.724 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
160.98% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |