JP Morgan Put 320 CI 18.10.2024
/ DE000JK2LE53
JP Morgan Put 320 CI 18.10.2024/ DE000JK2LE53 /
06/09/2024 10:35:22 |
Chg.+0.091 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
0.160EUR |
+131.88% |
- Bid Size: - |
- Ask Size: - |
Cigna Group |
320.00 USD |
18/10/2024 |
Put |
Master data
WKN: |
JK2LE5 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Cigna Group |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
320.00 USD |
Maturity: |
18/10/2024 |
Issue date: |
29/02/2024 |
Last trading day: |
17/10/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-99.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.11 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.24 |
Parity: |
-3.02 |
Time value: |
0.32 |
Break-even: |
285.47 |
Moneyness: |
0.91 |
Premium: |
0.10 |
Premium p.a.: |
1.43 |
Spread abs.: |
0.15 |
Spread %: |
88.24% |
Delta: |
-0.16 |
Theta: |
-0.10 |
Omega: |
-16.16 |
Rho: |
-0.06 |
Quote data
Open: |
0.160 |
High: |
0.160 |
Low: |
0.160 |
Previous Close: |
0.069 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+72.04% |
1 Month |
|
|
-81.18% |
3 Months |
|
|
-80.95% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.160 |
0.069 |
1M High / 1M Low: |
1.010 |
0.069 |
6M High / 6M Low: |
1.520 |
0.069 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.101 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.379 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.832 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
531.57% |
Volatility 6M: |
|
286.05% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |