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JP Morgan Call 480 HUM 17.01.2025/  DE000JS8RZB0  /

EUWAX
5/31/2024  10:31:53 AM Chg.+0.007 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.046EUR +17.95% -
Bid Size: -		 -
Ask Size: -		 Humana Inc 480.00 - 1/17/2025 Call
 

Master data

WKN: JS8RZB
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Humana Inc
Type: Warrant
Option type: Call
Strike price: 480.00 -
Maturity: 1/17/2025
Issue date: 3/13/2023
Last trading day: 1/16/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 42.20
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.30
Parity: -1.59
Time value: 0.08
Break-even: 487.60
Moneyness: 0.67
Premium: 0.52
Premium p.a.: 0.94
Spread abs.: 0.03
Spread %: 65.22%
Delta: 0.16
Theta: -0.06
Omega: 6.71
Rho: 0.27
 

Quote data

Open: 0.046
High: 0.046
Low: 0.046
Previous Close: 0.039
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.12%
1 Month  
+187.50%
3 Months
  -54.00%
YTD
  -90.98%
1 Year
  -95.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.046 0.039
1M High / 1M Low: 0.057 0.025
6M High / 6M Low: 0.790 0.016
High (YTD): 1/3/2024 0.590
Low (YTD): 4/30/2024 0.016
52W High: 6/5/2023 1.140
52W Low: 4/30/2024 0.016
Avg. price 1W:   0.043
Avg. volume 1W:   0.000
Avg. price 1M:   0.042
Avg. volume 1M:   0.000
Avg. price 6M:   0.205
Avg. volume 6M:   0.000
Avg. price 1Y:   0.511
Avg. volume 1Y:   11.016
Volatility 1M:   181.29%
Volatility 6M:   200.51%
Volatility 1Y:   163.01%
Volatility 3Y:   -