JP Morgan Put 360 CI 20.09.2024
/ DE000JK6WG96
JP Morgan Put 360 CI 20.09.2024/ DE000JK6WG96 /
| 2024-08-01 11:52:39 AM |
Chg.+0.26 |
Bid5:24:31 PM |
Ask5:24:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.73EUR |
+17.69% |
2.71
Bid Size: 20,000 |
2.75
Ask Size: 20,000 |
Cigna Group |
360.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
JK6WG9 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cigna Group |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
360.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-02 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.68 |
| Intrinsic value: |
1.05 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.25 |
| Parity: |
1.05 |
| Time value: |
0.82 |
| Break-even: |
313.90 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.15 |
| Spread %: |
8.72% |
| Delta: |
-0.58 |
| Theta: |
-0.11 |
| Omega: |
-9.99 |
| Rho: |
-0.28 |
Quote data
| Open: |
1.73 |
| High: |
1.73 |
| Low: |
1.73 |
| Previous Close: |
1.47 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.78% |
| 1 Month |
|
|
-40.34% |
| 3 Months |
|
|
-13.93% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.13 |
1.47 |
| 1M High / 1M Low: |
3.84 |
1.47 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.90 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.62 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
