JP Morgan Put 340 CI 19.07.2024
/ DE000JK3DPM7
JP Morgan Put 340 CI 19.07.2024/ DE000JK3DPM7 /
2024-07-08 12:24:37 PM |
Chg.+0.56 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.96EUR |
+40.00% |
- Bid Size: - |
- Ask Size: - |
Cigna Group |
340.00 USD |
2024-07-19 |
Put |
Master data
WKN: |
JK3DPM |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Cigna Group |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
340.00 USD |
Maturity: |
2024-07-19 |
Issue date: |
2024-02-14 |
Last trading day: |
2024-07-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-14.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.94 |
Intrinsic value: |
1.93 |
Implied volatility: |
0.34 |
Historic volatility: |
0.25 |
Parity: |
1.93 |
Time value: |
0.10 |
Break-even: |
293.77 |
Moneyness: |
1.07 |
Premium: |
0.00 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.07 |
Spread %: |
3.57% |
Delta: |
-0.85 |
Theta: |
-0.16 |
Omega: |
-12.30 |
Rho: |
-0.08 |
Quote data
Open: |
1.97 |
High: |
1.97 |
Low: |
1.96 |
Previous Close: |
1.40 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+45.19% |
1 Month |
|
|
+145.00% |
3 Months |
|
|
+115.38% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.96 |
1.35 |
1M High / 1M Low: |
1.96 |
0.42 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.51 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.99 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
330.39% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |