JP Morgan Call 310 HUM 16.08.2024
/ DE000JK65LU3
JP Morgan Call 310 HUM 16.08.2024/ DE000JK65LU3 /
| 2024-05-16 9:49:55 AM |
Chg.+0.020 |
Bid12:39:07 PM |
Ask12:39:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
+4.65% |
0.450
Bid Size: 10,000 |
0.460
Ask Size: 10,000 |
Humana Inc |
310.00 USD |
2024-08-16 |
Call |
Master data
| WKN: |
JK65LU |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Humana Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
310.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-04-05 |
| Last trading day: |
2024-08-15 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.29 |
| Parity: |
0.34 |
| Time value: |
0.12 |
| Break-even: |
330.71 |
| Moneyness: |
1.12 |
| Premium: |
0.04 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
4.55% |
| Delta: |
0.77 |
| Theta: |
-0.12 |
| Omega: |
5.33 |
| Rho: |
0.50 |
Quote data
| Open: |
0.450 |
| High: |
0.450 |
| Low: |
0.450 |
| Previous Close: |
0.430 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+50.00% |
| 1 Month |
|
|
+60.71% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.300 |
| 1M High / 1M Low: |
0.430 |
0.180 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.376 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.308 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
240.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
