JP Morgan Put 360 CI 17.01.2025
/ DE000JK7GTF7
JP Morgan Put 360 CI 17.01.2025/ DE000JK7GTF7 /
| 16/08/2024 12:13:03 |
Chg.-0.08 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.94EUR |
-2.65% |
-
Bid Size: - |
-
Ask Size: - |
Cigna Group |
360.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
JK7GTF |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cigna Group |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
360.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
02/04/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.94 |
| Intrinsic value: |
2.12 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.25 |
| Parity: |
2.12 |
| Time value: |
0.99 |
| Break-even: |
296.99 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.15 |
| Spread %: |
5.07% |
| Delta: |
-0.58 |
| Theta: |
-0.05 |
| Omega: |
-5.74 |
| Rho: |
-0.88 |
Quote data
| Open: |
2.94 |
| High: |
2.94 |
| Low: |
2.94 |
| Previous Close: |
3.02 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.26% |
| 1 Month |
|
|
+3.89% |
| 3 Months |
|
|
-5.47% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.54 |
2.94 |
| 1M High / 1M Low: |
3.92 |
2.23 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
218.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
