JP Morgan Put 360 CI 18.10.2024
/ DE000JT99687
JP Morgan Put 360 CI 18.10.2024/ DE000JT99687 /
| 10/15/2024 10:56:35 AM |
Chg.-0.14 |
Bid11:42:28 AM |
Ask11:42:28 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.86EUR |
-14.00% |
0.87
Bid Size: 1,000 |
1.02
Ask Size: 1,000 |
Cigna Group |
360.00 USD |
10/18/2024 |
Put |
Master data
| WKN: |
JT9968 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cigna Group |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
360.00 USD |
| Maturity: |
10/18/2024 |
| Issue date: |
8/30/2024 |
| Last trading day: |
10/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-35.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.24 |
| Parity: |
0.78 |
| Time value: |
0.11 |
| Break-even: |
321.02 |
| Moneyness: |
1.02 |
| Premium: |
0.00 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.09 |
| Spread %: |
11.36% |
| Delta: |
-0.78 |
| Theta: |
-0.46 |
| Omega: |
-27.90 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.86 |
| High: |
0.86 |
| Low: |
0.86 |
| Previous Close: |
1.00 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-52.75% |
| 1 Month |
|
|
+19.44% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.82 |
1.00 |
| 1M High / 1M Low: |
1.89 |
0.52 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
372.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
