JP Morgan Call 370 HUM 15.11.2024
/ DE000JK4YJE1
JP Morgan Call 370 HUM 15.11.2024/ DE000JK4YJE1 /
| 2024-06-05 8:59:15 AM |
Chg.-0.010 |
Bid10:54:59 AM |
Ask10:54:59 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
-3.45% |
0.270
Bid Size: 15,000 |
0.290
Ask Size: 15,000 |
Humana Inc |
370.00 USD |
2024-11-15 |
Call |
Master data
| WKN: |
JK4YJE |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Humana Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
370.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-03-19 |
| Last trading day: |
2024-11-14 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.29 |
| Parity: |
-0.08 |
| Time value: |
0.27 |
| Break-even: |
366.67 |
| Moneyness: |
0.98 |
| Premium: |
0.11 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.02 |
| Spread %: |
7.41% |
| Delta: |
0.53 |
| Theta: |
-0.10 |
| Omega: |
6.55 |
| Rho: |
0.66 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.280 |
| Previous Close: |
0.290 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.27% |
| 1 Month |
|
|
+86.67% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.200 |
| 1M High / 1M Low: |
0.290 |
0.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.240 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.218 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
