JP Morgan Put 330 CI 20.09.2024
/ DE000JT2F269
JP Morgan Put 330 CI 20.09.2024/ DE000JT2F269 /
2024-08-01 9:07:49 AM |
Chg.-0.030 |
Bid3:14:30 PM |
Ask3:14:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.520EUR |
-5.45% |
0.740 Bid Size: 2,000 |
0.840 Ask Size: 2,000 |
Cigna Group |
330.00 USD |
2024-09-20 |
Put |
Master data
WKN: |
JT2F26 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Cigna Group |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
330.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-06-20 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-52.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.44 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.25 |
Parity: |
-1.72 |
Time value: |
0.62 |
Break-even: |
298.69 |
Moneyness: |
0.95 |
Premium: |
0.07 |
Premium p.a.: |
0.67 |
Spread abs.: |
0.14 |
Spread %: |
28.85% |
Delta: |
-0.27 |
Theta: |
-0.11 |
Omega: |
-14.17 |
Rho: |
-0.13 |
Quote data
Open: |
0.520 |
High: |
0.520 |
Low: |
0.520 |
Previous Close: |
0.550 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-30.67% |
1 Month |
|
|
-53.98% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.750 |
0.550 |
1M High / 1M Low: |
1.720 |
0.550 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.660 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.035 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
241.96% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |