JP Morgan Put 45 CVS 15.11.2024
/ DE000JK84977
JP Morgan Put 45 CVS 15.11.2024/ DE000JK84977 /
8/13/2024 8:36:49 AM |
Chg.- |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.070EUR |
- |
- Bid Size: - |
- Ask Size: - |
CVS HEALTH CORP. D... |
45.00 - |
11/15/2024 |
Put |
Master data
WKN: |
JK8497 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
CVS HEALTH CORP. DL-,01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
45.00 - |
Maturity: |
11/15/2024 |
Issue date: |
5/7/2024 |
Last trading day: |
8/13/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-64.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.27 |
Parity: |
-0.69 |
Time value: |
0.08 |
Break-even: |
44.20 |
Moneyness: |
0.87 |
Premium: |
0.15 |
Premium p.a.: |
1.02 |
Spread abs.: |
0.01 |
Spread %: |
14.29% |
Delta: |
-0.16 |
Theta: |
-0.01 |
Omega: |
-10.52 |
Rho: |
-0.02 |
Quote data
Open: |
0.070 |
High: |
0.070 |
Low: |
0.070 |
Previous Close: |
0.061 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+37.25% |
3 Months |
|
|
+16.67% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.084 |
0.057 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.070 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
246.79% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |