JP Morgan Call 540 UNH 21.06.2024
/ DE000JS6K5V4
JP Morgan Call 540 UNH 21.06.2024/ DE000JS6K5V4 /
15/05/2024 08:36:49 |
Chg.+0.005 |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
0.039EUR |
+14.71% |
- Bid Size: - |
- Ask Size: - |
UNITEDHEALTH GROUP D... |
540.00 - |
21/06/2024 |
Call |
Master data
WKN: |
JS6K5V |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
UNITEDHEALTH GROUP DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
540.00 - |
Maturity: |
21/06/2024 |
Issue date: |
31/01/2023 |
Last trading day: |
20/06/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
99.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.20 |
Parity: |
-0.65 |
Time value: |
0.05 |
Break-even: |
544.80 |
Moneyness: |
0.88 |
Premium: |
0.15 |
Premium p.a.: |
2.85 |
Spread abs.: |
0.01 |
Spread %: |
26.32% |
Delta: |
0.17 |
Theta: |
-0.20 |
Omega: |
16.48 |
Rho: |
0.08 |
Quote data
Open: |
0.039 |
High: |
0.039 |
Low: |
0.039 |
Previous Close: |
0.034 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+62.50% |
1 Month |
|
|
+225.00% |
3 Months |
|
|
-78.33% |
YTD |
|
|
-85.00% |
1 Year |
|
|
-88.53% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.039 |
0.024 |
1M High / 1M Low: |
0.052 |
0.012 |
6M High / 6M Low: |
0.450 |
0.010 |
High (YTD): |
04/01/2024 |
0.370 |
Low (YTD): |
12/04/2024 |
0.010 |
52W High: |
16/10/2023 |
0.530 |
52W Low: |
12/04/2024 |
0.010 |
Avg. price 1W: |
|
0.033 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.025 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.170 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.250 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
514.65% |
Volatility 6M: |
|
320.57% |
Volatility 1Y: |
|
250.06% |
Volatility 3Y: |
|
- |