JP Morgan Call 300 CI 15.11.2024
/ DE000JK08729
JP Morgan Call 300 CI 15.11.2024/ DE000JK08729 /
| 2024-05-17 9:29:45 AM |
Chg.-0.33 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.88EUR |
-6.33% |
-
Bid Size: - |
-
Ask Size: - |
Cigna Group |
300.00 USD |
2024-11-15 |
Call |
Master data
| WKN: |
JK0872 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cigna Group |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-01-17 |
| Last trading day: |
2024-11-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.71 |
| Intrinsic value: |
3.56 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.25 |
| Parity: |
3.56 |
| Time value: |
1.02 |
| Break-even: |
321.84 |
| Moneyness: |
1.13 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.18 |
| Spread %: |
4.18% |
| Delta: |
0.83 |
| Theta: |
-0.06 |
| Omega: |
5.63 |
| Rho: |
1.05 |
Quote data
| Open: |
4.88 |
| High: |
4.88 |
| Low: |
4.88 |
| Previous Close: |
5.21 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.94% |
| 1 Month |
|
|
-18.80% |
| 3 Months |
|
|
-15.28% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.74 |
4.88 |
| 1M High / 1M Low: |
6.57 |
4.88 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.40 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.92 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
