JP Morgan Call 350 CI 19.07.2024
/ DE000JB6LL00
JP Morgan Call 350 CI 19.07.2024/ DE000JB6LL00 /
| 2024-06-17 10:50:44 AM |
Chg.-0.020 |
Bid12:05:56 PM |
Ask12:05:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
-7.69% |
0.230
Bid Size: 1,000 |
0.380
Ask Size: 1,000 |
Cigna Group |
350.00 USD |
2024-07-19 |
Call |
Master data
| WKN: |
JB6LL0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cigna Group |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2023-11-20 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
81.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.26 |
| Parity: |
-1.56 |
| Time value: |
0.38 |
| Break-even: |
330.85 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
1.00 |
| Spread abs.: |
0.14 |
| Spread %: |
57.69% |
| Delta: |
0.28 |
| Theta: |
-0.13 |
| Omega: |
22.74 |
| Rho: |
0.07 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.00% |
| 1 Month |
|
|
-61.29% |
| 3 Months |
|
|
-88.68% |
| YTD |
|
|
-67.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.260 |
| 1M High / 1M Low: |
0.690 |
0.260 |
| 6M High / 6M Low: |
2.760 |
0.260 |
| High (YTD): |
2024-03-28 |
2.760 |
| Low (YTD): |
2024-06-14 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.354 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.429 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.294 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
500.01% |
| Volatility 6M: |
|
268.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
