JP Morgan Put 70 CVS 21.06.2024
/ DE000JS8JSD8
JP Morgan Put 70 CVS 21.06.2024/ DE000JS8JSD8 /
2024-05-17 11:53:18 AM |
Chg.-0.11 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.14EUR |
-8.80% |
- Bid Size: - |
- Ask Size: - |
CVS HEALTH CORP. D... |
70.00 - |
2024-06-21 |
Put |
Master data
WKN: |
JS8JSD |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
CVS HEALTH CORP. DL-,01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
70.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-02-27 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-4.66 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.69 |
Intrinsic value: |
1.69 |
Implied volatility: |
- |
Historic volatility: |
0.27 |
Parity: |
1.69 |
Time value: |
-0.55 |
Break-even: |
58.60 |
Moneyness: |
1.32 |
Premium: |
-0.10 |
Premium p.a.: |
-0.69 |
Spread abs.: |
0.01 |
Spread %: |
0.89% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
1.14 |
High: |
1.14 |
Low: |
1.14 |
Previous Close: |
1.25 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-12.98% |
1 Month |
|
|
+225.71% |
3 Months |
|
|
+660.00% |
YTD |
|
|
+533.33% |
1 Year |
|
|
+60.56% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.29 |
1.14 |
1M High / 1M Low: |
1.40 |
0.25 |
6M High / 6M Low: |
1.40 |
0.07 |
High (YTD): |
2024-05-09 |
1.40 |
Low (YTD): |
2024-03-28 |
0.07 |
52W High: |
2024-05-09 |
1.40 |
52W Low: |
2024-03-28 |
0.07 |
Avg. price 1W: |
|
1.24 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.87 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.34 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
0.47 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
844.51% |
Volatility 6M: |
|
502.18% |
Volatility 1Y: |
|
368.90% |
Volatility 3Y: |
|
- |