JP Morgan Call 320 HUM 16.08.2024
/ DE000JK65LV1
JP Morgan Call 320 HUM 16.08.2024/ DE000JK65LV1 /
| 6/6/2024 9:56:22 AM |
Chg.-0.010 |
Bid6/6/2024 |
Ask6/6/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
-2.17% |
0.450
Bid Size: 10,000 |
0.470
Ask Size: 10,000 |
Humana Inc |
320.00 USD |
8/16/2024 |
Call |
Master data
| WKN: |
JK65LV |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Humana Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
4/5/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.29 |
| Parity: |
0.38 |
| Time value: |
0.09 |
| Break-even: |
341.28 |
| Moneyness: |
1.13 |
| Premium: |
0.03 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
4.44% |
| Delta: |
0.80 |
| Theta: |
-0.14 |
| Omega: |
5.62 |
| Rho: |
0.42 |
Quote data
| Open: |
0.450 |
| High: |
0.450 |
| Low: |
0.450 |
| Previous Close: |
0.460 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.36% |
| 1 Month |
|
|
+95.65% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.330 |
| 1M High / 1M Low: |
0.480 |
0.220 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.414 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.363 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
