JP Morgan Put 360 HUM 21.06.2024
/ DE000JS7AFL9
JP Morgan Put 360 HUM 21.06.2024/ DE000JS7AFL9 /
2024-06-06 10:34:46 AM |
Chg.-0.001 |
Bid1:03:46 PM |
Ask1:03:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.066EUR |
-1.49% |
0.066 Bid Size: 15,000 |
0.076 Ask Size: 15,000 |
Humana Inc |
360.00 - |
2024-06-21 |
Put |
Master data
WKN: |
JS7AFL |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Humana Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
360.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-02-16 |
Last trading day: |
2024-06-20 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-41.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.28 |
Intrinsic value: |
0.28 |
Implied volatility: |
- |
Historic volatility: |
0.29 |
Parity: |
0.28 |
Time value: |
-0.20 |
Break-even: |
352.00 |
Moneyness: |
1.08 |
Premium: |
-0.06 |
Premium p.a.: |
-0.78 |
Spread abs.: |
0.02 |
Spread %: |
23.08% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.066 |
High: |
0.066 |
Low: |
0.066 |
Previous Close: |
0.067 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-65.26% |
1 Month |
|
|
-82.16% |
3 Months |
|
|
-78.71% |
YTD |
|
|
+34.69% |
1 Year |
|
|
-34.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.190 |
0.067 |
1M High / 1M Low: |
0.380 |
0.067 |
6M High / 6M Low: |
0.540 |
0.037 |
High (YTD): |
2024-04-03 |
0.540 |
Low (YTD): |
2024-01-09 |
0.037 |
52W High: |
2024-04-03 |
0.540 |
52W Low: |
2023-11-29 |
0.033 |
Avg. price 1W: |
|
0.114 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.186 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.209 |
Avg. volume 6M: |
|
120 |
Avg. price 1Y: |
|
0.150 |
Avg. volume 1Y: |
|
58.594 |
Volatility 1M: |
|
250.65% |
Volatility 6M: |
|
306.51% |
Volatility 1Y: |
|
245.70% |
Volatility 3Y: |
|
- |