JP Morgan Call 540 HUM 16.01.2026
/ DE000JK444Y8
JP Morgan Call 540 HUM 16.01.2026/ DE000JK444Y8 /
| 2024-06-06 11:56:30 AM |
Chg.-0.010 |
Bid12:35:03 PM |
Ask12:35:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
-5.88% |
0.160
Bid Size: 7,500 |
0.210
Ask Size: 7,500 |
Humana Inc |
540.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
JK444Y |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Humana Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
540.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-03-01 |
| Last trading day: |
2026-01-15 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.29 |
| Parity: |
-1.65 |
| Time value: |
0.20 |
| Break-even: |
516.83 |
| Moneyness: |
0.67 |
| Premium: |
0.56 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.06 |
| Spread %: |
37.50% |
| Delta: |
0.28 |
| Theta: |
-0.05 |
| Omega: |
4.60 |
| Rho: |
1.18 |
Quote data
| Open: |
0.160 |
| High: |
0.160 |
| Low: |
0.160 |
| Previous Close: |
0.170 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.08% |
| 1 Month |
|
|
+86.05% |
| 3 Months |
|
|
+14.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.130 |
| 1M High / 1M Low: |
0.170 |
0.084 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.154 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.133 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
