JP Morgan Call 340 HUM 16.08.2024
/ DE000JK46LL2
JP Morgan Call 340 HUM 16.08.2024/ DE000JK46LL2 /
| 05/06/2024 16:29:33 |
Chg.-0.040 |
Bid21:12:32 |
Ask21:12:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
-11.76% |
0.310
Bid Size: 200,000 |
0.320
Ask Size: 200,000 |
Humana Inc |
340.00 USD |
16/08/2024 |
Call |
Master data
| WKN: |
JK46LL |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Humana Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
340.00 USD |
| Maturity: |
16/08/2024 |
| Issue date: |
06/03/2024 |
| Last trading day: |
15/08/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.29 |
| Parity: |
0.19 |
| Time value: |
0.12 |
| Break-even: |
343.69 |
| Moneyness: |
1.06 |
| Premium: |
0.04 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.02 |
| Spread %: |
6.25% |
| Delta: |
0.70 |
| Theta: |
-0.14 |
| Omega: |
7.46 |
| Rho: |
0.40 |
Quote data
| Open: |
0.320 |
| High: |
0.320 |
| Low: |
0.300 |
| Previous Close: |
0.340 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+66.67% |
| 1 Month |
|
|
+100.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.180 |
| 1M High / 1M Low: |
0.340 |
0.140 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.258 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.241 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
228.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
