JP Morgan Put 55 CVS 18.10.2024
/ DE000JK6T864
JP Morgan Put 55 CVS 18.10.2024/ DE000JK6T864 /
| 2024-07-29 12:15:18 PM |
Chg.-0.060 |
Bid3:41:46 PM |
Ask3:41:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
-31.58% |
0.140
Bid Size: 150,000 |
0.150
Ask Size: 150,000 |
CVS Health Corporati... |
55.00 USD |
2024-10-18 |
Put |
Master data
| WKN: |
JK6T86 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CVS Health Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
55.00 USD |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-04-19 |
| Last trading day: |
2024-10-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-40.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.28 |
| Parity: |
-0.55 |
| Time value: |
0.14 |
| Break-even: |
49.28 |
| Moneyness: |
0.90 |
| Premium: |
0.12 |
| Premium p.a.: |
0.69 |
| Spread abs.: |
0.01 |
| Spread %: |
7.69% |
| Delta: |
-0.23 |
| Theta: |
-0.02 |
| Omega: |
-9.24 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.130 |
| Previous Close: |
0.190 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.75% |
| 1 Month |
|
|
-35.00% |
| 3 Months |
|
|
+66.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.190 |
0.160 |
| 1M High / 1M Low: |
0.260 |
0.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.178 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.198 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
187.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
