JP Morgan Call 365 HUM 21.06.2024
/ DE000JK6R0P7
JP Morgan Call 365 HUM 21.06.2024/ DE000JK6R0P7 /
| 2024-06-06 11:04:39 AM |
Chg.-0.006 |
Bid3:46:04 PM |
Ask3:46:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.059EUR |
-9.23% |
0.073
Bid Size: 200,000 |
0.083
Ask Size: 200,000 |
Humana Inc |
365.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
JK6R0P |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Humana Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
365.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-28 |
| Last trading day: |
2024-06-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
43.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.29 |
| Parity: |
-0.04 |
| Time value: |
0.08 |
| Break-even: |
343.26 |
| Moneyness: |
0.99 |
| Premium: |
0.03 |
| Premium p.a.: |
1.25 |
| Spread abs.: |
0.02 |
| Spread %: |
24.59% |
| Delta: |
0.46 |
| Theta: |
-0.31 |
| Omega: |
20.02 |
| Rho: |
0.06 |
Quote data
| Open: |
0.059 |
| High: |
0.059 |
| Low: |
0.059 |
| Previous Close: |
0.065 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+118.52% |
| 1 Month |
|
|
+156.52% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.079 |
0.027 |
| 1M High / 1M Low: |
0.079 |
0.020 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.054 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.048 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
471.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
