JP Morgan Put 320 HUM 21.06.2024/  DE000JS9HLF0  /

EUWAX
2024-05-31  9:24:06 AM Chg.-0.007 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.016EUR -30.43% -
Bid Size: -
-
Ask Size: -
Humana Inc 320.00 - 2024-06-21 Put
 

Master data

WKN: JS9HLF
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Humana Inc
Type: Warrant
Option type: Put
Strike price: 320.00 -
Maturity: 2024-06-21
Issue date: 2023-03-14
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -100.22
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.13
Historic volatility: 0.30
Parity: -0.01
Time value: 0.03
Break-even: 316.80
Moneyness: 1.00
Premium: 0.01
Premium p.a.: 0.23
Spread abs.: 0.02
Spread %: 88.24%
Delta: -0.44
Theta: -0.08
Omega: -43.73
Rho: -0.08
 

Quote data

Open: 0.016
High: 0.016
Low: 0.016
Previous Close: 0.023
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+33.33%
1 Month
  -92.00%
3 Months
  -85.45%
YTD
  -30.43%
1 Year
  -78.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.023 0.012
1M High / 1M Low: 0.150 0.009
6M High / 6M Low: 0.260 0.009
High (YTD): 2024-04-03 0.260
Low (YTD): 2024-05-23 0.009
52W High: 2024-04-03 0.260
52W Low: 2024-05-23 0.009
Avg. price 1W:   0.015
Avg. volume 1W:   0.000
Avg. price 1M:   0.047
Avg. volume 1M:   0.000
Avg. price 6M:   0.078
Avg. volume 6M:   0.000
Avg. price 1Y:   0.067
Avg. volume 1Y:   0.000
Volatility 1M:   406.31%
Volatility 6M:   420.92%
Volatility 1Y:   313.46%
Volatility 3Y:   -