JP Morgan Call 375 HUM 21.06.2024
/ DE000JK6R0Q5
JP Morgan Call 375 HUM 21.06.2024/ DE000JK6R0Q5 /
| 2024-06-12 11:08:54 AM |
Chg.+0.002 |
Bid12:35:07 PM |
Ask12:35:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.011EUR |
+22.22% |
0.011
Bid Size: 7,500 |
0.026
Ask Size: 7,500 |
Humana Inc |
375.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
JK6R0Q |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Humana Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
375.00 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: |
105.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.30 |
| Parity: |
-0.22 |
| Time value: |
0.03 |
| Break-even: |
352.27 |
| Moneyness: |
0.94 |
| Premium: |
0.08 |
| Premium p.a.: |
18.14 |
| Spread abs.: |
0.02 |
| Spread %: |
181.82% |
| Delta: |
0.22 |
| Theta: |
-0.43 |
| Omega: |
23.26 |
| Rho: |
0.02 |
Quote data
| Open: |
0.011 |
| High: |
0.011 |
| Low: |
0.011 |
| Previous Close: |
0.009 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-68.57% |
| 1 Month |
|
|
-59.26% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.035 |
0.009 |
| 1M High / 1M Low: |
0.050 |
0.009 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.021 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.030 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
429.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
