JP Morgan Call 320 CI 15.11.2024
/ DE000JB89T92
JP Morgan Call 320 CI 15.11.2024/ DE000JB89T92 /
| 9/25/2024 8:31:45 AM |
Chg.-0.19 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.51EUR |
-5.14% |
-
Bid Size: - |
-
Ask Size: - |
Cigna Group |
320.00 USD |
11/15/2024 |
Call |
Master data
| WKN: |
JB89T9 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cigna Group |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 USD |
| Maturity: |
11/15/2024 |
| Issue date: |
1/9/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.26 |
| Intrinsic value: |
2.96 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.24 |
| Parity: |
2.96 |
| Time value: |
0.32 |
| Break-even: |
318.83 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.09 |
| Spread %: |
2.79% |
| Delta: |
0.87 |
| Theta: |
-0.08 |
| Omega: |
8.40 |
| Rho: |
0.34 |
Quote data
| Open: |
3.51 |
| High: |
3.51 |
| Low: |
3.51 |
| Previous Close: |
3.70 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.00% |
| 1 Month |
|
|
+7.01% |
| 3 Months |
|
|
-2.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.97 |
3.70 |
| 1M High / 1M Low: |
4.79 |
3.70 |
| 6M High / 6M Low: |
5.94 |
1.91 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.86 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.11 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.75 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.15% |
| Volatility 6M: |
|
124.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
