JP Morgan Call 400 HUM 16.08.2024
/ DE000JK084T2
JP Morgan Call 400 HUM 16.08.2024/ DE000JK084T2 /
| 6/5/2024 12:51:38 PM |
Chg.-0.013 |
Bid9:53:29 PM |
Ask9:53:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.074EUR |
-14.94% |
0.074
Bid Size: 200,000 |
0.084
Ask Size: 200,000 |
Humana Inc |
400.00 USD |
8/16/2024 |
Call |
Master data
| WKN: |
JK084T |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Humana Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
1/26/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
37.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.29 |
| Parity: |
-0.36 |
| Time value: |
0.09 |
| Break-even: |
376.49 |
| Moneyness: |
0.90 |
| Premium: |
0.14 |
| Premium p.a.: |
0.90 |
| Spread abs.: |
0.02 |
| Spread %: |
20.27% |
| Delta: |
0.30 |
| Theta: |
-0.13 |
| Omega: |
11.02 |
| Rho: |
0.18 |
Quote data
| Open: |
0.074 |
| High: |
0.074 |
| Low: |
0.074 |
| Previous Close: |
0.087 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+80.49% |
| 1 Month |
|
|
+105.56% |
| 3 Months |
|
|
-38.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.087 |
0.041 |
| 1M High / 1M Low: |
0.087 |
0.031 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.060 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.057 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
265.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
