JP Morgan Call 300 HUM 15.11.2024
/ DE000JK9H0K7
JP Morgan Call 300 HUM 15.11.2024/ DE000JK9H0K7 /
| 2024-06-06 9:42:20 AM |
Chg.-0.010 |
Bid5:35:46 PM |
Ask5:35:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
-1.45% |
0.690
Bid Size: 200,000 |
0.700
Ask Size: 200,000 |
Humana Inc |
300.00 USD |
2024-11-15 |
Call |
Master data
| WKN: |
JK9H0K |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Humana Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-05-02 |
| Last trading day: |
2024-11-14 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.56 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.29 |
| Parity: |
0.56 |
| Time value: |
0.15 |
| Break-even: |
346.89 |
| Moneyness: |
1.20 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
2.90% |
| Delta: |
0.81 |
| Theta: |
-0.09 |
| Omega: |
3.80 |
| Rho: |
0.88 |
Quote data
| Open: |
0.680 |
| High: |
0.680 |
| Low: |
0.680 |
| Previous Close: |
0.690 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.43% |
| 1 Month |
|
|
+58.14% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.560 |
| 1M High / 1M Low: |
0.710 |
0.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.646 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.590 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
