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JP Morgan Put 360 HUM 17.01.2025/  DE000JS628D2  /

EUWAX
2024-06-06  11:47:52 AM Chg.0.000 Bid2024-06-06 Ask2024-06-06 Underlying Strike price Expiration date Option type
0.270EUR 0.00% 0.270
Bid Size: 15,000		 0.290
Ask Size: 15,000		 Humana Inc 360.00 - 2025-01-17 Put
 

Master data

WKN: JS628D
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Humana Inc
Type: Warrant
Option type: Put
Strike price: 360.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -11.45
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.28
Implied volatility: 0.16
Historic volatility: 0.29
Parity: 0.28
Time value: 0.01
Break-even: 331.00
Moneyness: 1.08
Premium: 0.00
Premium p.a.: 0.00
Spread abs.: 0.02
Spread %: 7.41%
Delta: -0.66
Theta: -0.01
Omega: -7.50
Rho: -1.52
 

Quote data

Open: 0.270
High: 0.270
Low: 0.270
Previous Close: 0.270
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -43.75%
3 Months
  -37.21%
YTD  
+58.82%
1 Year  
+58.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.270
1M High / 1M Low: 0.490 0.270
6M High / 6M Low: 0.640 0.110
High (YTD): 2024-04-02 0.640
Low (YTD): 2024-01-12 0.150
52W High: 2024-04-02 0.640
52W Low: 2023-12-06 0.110
Avg. price 1W:   0.308
Avg. volume 1W:   0.000
Avg. price 1M:   0.353
Avg. volume 1M:   0.000
Avg. price 6M:   0.342
Avg. volume 6M:   0.000
Avg. price 1Y:   0.260
Avg. volume 1Y:   0.000
Volatility 1M:   93.04%
Volatility 6M:   174.88%
Volatility 1Y:   143.98%
Volatility 3Y:   -