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JP Morgan Call 480 HUM 17.01.2025/  DE000JS8RZB0  /

EUWAX
2024-06-12  10:42:19 AM Chg.+0.003 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.045EUR +7.14% -
Bid Size: -		 -
Ask Size: -		 Humana Inc 480.00 - 2025-01-17 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: 2025-01-17
Issue date: 2023-03-13
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 44.26
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.30
Parity: -1.52
Time value: 0.07
Break-even: 487.40
Moneyness: 0.68
Premium: 0.49
Premium p.a.: 0.94
Spread abs.: 0.03
Spread %: 68.18%
Delta: 0.16
Theta: -0.06
Omega: 7.00
Rho: 0.27
 

Quote data

Open: 0.045
High: 0.045
Low: 0.045
Previous Close: 0.042
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.05%
1 Month  
+12.50%
3 Months
  -39.19%
YTD
  -91.18%
1 Year
  -95.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.057 0.042
1M High / 1M Low: 0.065 0.039
6M High / 6M Low: 0.690 0.016
High (YTD): 2024-01-03 0.590
Low (YTD): 2024-04-30 0.016
52W High: 2023-10-25 1.110
52W Low: 2024-04-30 0.016
Avg. price 1W:   0.048
Avg. volume 1W:   0.000
Avg. price 1M:   0.050
Avg. volume 1M:   0.000
Avg. price 6M:   0.163
Avg. volume 6M:   0.000
Avg. price 1Y:   0.479
Avg. volume 1Y:   11.016
Volatility 1M:   170.90%
Volatility 6M:   204.85%
Volatility 1Y:   166.26%
Volatility 3Y:   -