JP Morgan Call 380 HUM 16.08.2024
/ DE000JK01HK7
JP Morgan Call 380 HUM 16.08.2024/ DE000JK01HK7 /
| 6/5/2024 12:57:02 PM |
Chg.- |
Bid8:04:55 AM |
Ask8:04:55 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
- |
0.120
Bid Size: 15,000 |
0.140
Ask Size: 15,000 |
Humana Inc |
380.00 USD |
8/16/2024 |
Call |
Master data
| WKN: |
JK01HK |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Humana Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
1/29/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
23.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.29 |
| Parity: |
-0.17 |
| Time value: |
0.14 |
| Break-even: |
363.46 |
| Moneyness: |
0.95 |
| Premium: |
0.09 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.02 |
| Spread %: |
16.67% |
| Delta: |
0.42 |
| Theta: |
-0.15 |
| Omega: |
9.85 |
| Rho: |
0.24 |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.130 |
| Previous Close: |
0.140 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+68.83% |
| 1 Month |
|
|
+140.74% |
| 3 Months |
|
|
-18.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.077 |
| 1M High / 1M Low: |
0.140 |
0.051 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.112 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.096 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
243.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
