JP Morgan Put 75 CVS 17.05.2024
/ DE000JB44SX6
JP Morgan Put 75 CVS 17.05.2024/ DE000JB44SX6 /
| 2024-05-03 11:30:21 AM |
Chg.+0.11 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.81EUR |
+6.47% |
-
Bid Size: - |
-
Ask Size: - |
CVS Health Corporati... |
75.00 USD |
2024-05-17 |
Put |
Master data
| WKN: |
JB44SX |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CVS Health Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
75.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2023-10-12 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.77 |
| Intrinsic value: |
1.77 |
| Implied volatility: |
1.10 |
| Historic volatility: |
0.27 |
| Parity: |
1.77 |
| Time value: |
0.04 |
| Break-even: |
51.59 |
| Moneyness: |
1.34 |
| Premium: |
0.01 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.03 |
| Spread %: |
1.69% |
| Delta: |
-0.90 |
| Theta: |
-0.06 |
| Omega: |
-2.59 |
| Rho: |
-0.02 |
Quote data
| Open: |
1.81 |
| High: |
1.81 |
| Low: |
1.81 |
| Previous Close: |
1.70 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+154.93% |
| 1 Month |
|
|
+596.15% |
| 3 Months |
|
|
+341.46% |
| YTD |
|
|
+570.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.81 |
0.71 |
| 1M High / 1M Low: |
1.81 |
0.26 |
| 6M High / 6M Low: |
1.81 |
0.11 |
| High (YTD): |
2024-05-03 |
1.81 |
| Low (YTD): |
2024-03-27 |
0.11 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.66 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.45 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
509.07% |
| Volatility 6M: |
|
312.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
