JP Morgan Call 460 HUM 16.08.2024
/ DE000JB96QR2
JP Morgan Call 460 HUM 16.08.2024/ DE000JB96QR2 /
| 2024-05-16 10:51:42 AM |
Chg.0.000 |
Bid2:31:37 PM |
Ask2:31:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.018EUR |
0.00% |
0.018
Bid Size: 5,000 |
0.038
Ask Size: 5,000 |
Humana Inc |
460.00 USD |
2024-08-16 |
Call |
Master data
| WKN: |
JB96QR |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Humana Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2023-12-21 |
| Last trading day: |
2024-08-15 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
66.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.29 |
| Parity: |
-1.04 |
| Time value: |
0.05 |
| Break-even: |
427.27 |
| Moneyness: |
0.75 |
| Premium: |
0.34 |
| Premium p.a.: |
2.19 |
| Spread abs.: |
0.03 |
| Spread %: |
166.67% |
| Delta: |
0.14 |
| Theta: |
-0.09 |
| Omega: |
9.42 |
| Rho: |
0.10 |
Quote data
| Open: |
0.018 |
| High: |
0.018 |
| Low: |
0.018 |
| Previous Close: |
0.018 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+63.64% |
| 1 Month |
|
|
+125.00% |
| 3 Months |
|
|
-73.53% |
| YTD |
|
|
-95.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.018 |
0.011 |
| 1M High / 1M Low: |
0.018 |
0.006 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-02 |
0.520 |
| Low (YTD): |
2024-04-29 |
0.006 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.015 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.011 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
360.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
