JP Morgan Put 370 HUM 16.08.2024
/ DE000JK03CH0
JP Morgan Put 370 HUM 16.08.2024/ DE000JK03CH0 /
| 2024-05-16 11:58:13 AM |
Chg.-0.020 |
Bid9:55:09 PM |
Ask9:55:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
-6.25% |
0.270
Bid Size: 15,000 |
0.290
Ask Size: 15,000 |
Humana Inc |
370.00 USD |
2024-08-16 |
Put |
Master data
| WKN: |
JK03CH |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Humana Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
370.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-01-24 |
| Last trading day: |
2024-08-15 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.29 |
| Parity: |
0.21 |
| Time value: |
0.11 |
| Break-even: |
307.81 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
6.67% |
| Delta: |
-0.59 |
| Theta: |
-0.09 |
| Omega: |
-5.91 |
| Rho: |
-0.56 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.300 |
| Previous Close: |
0.320 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.17% |
| 1 Month |
|
|
-46.43% |
| 3 Months |
|
|
+3.45% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.320 |
| 1M High / 1M Low: |
0.630 |
0.320 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.382 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.484 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
