JP Morgan Call 460 HUM 20.09.2024
/ DE000JB9PEB6
JP Morgan Call 460 HUM 20.09.2024/ DE000JB9PEB6 /
| 2024-06-05 11:08:19 AM |
Chg.-0.004 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.029EUR |
-12.12% |
-
Bid Size: - |
-
Ask Size: - |
Humana Inc |
460.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
JB9PEB |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Humana Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-21 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
61.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.29 |
| Parity: |
-0.91 |
| Time value: |
0.05 |
| Break-even: |
428.15 |
| Moneyness: |
0.78 |
| Premium: |
0.29 |
| Premium p.a.: |
1.39 |
| Spread abs.: |
0.03 |
| Spread %: |
103.45% |
| Delta: |
0.16 |
| Theta: |
-0.08 |
| Omega: |
9.84 |
| Rho: |
0.14 |
Quote data
| Open: |
0.029 |
| High: |
0.029 |
| Low: |
0.029 |
| Previous Close: |
0.033 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+38.10% |
| 1 Month |
|
|
+107.14% |
| 3 Months |
|
|
-32.56% |
| YTD |
|
|
-93.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.033 |
0.024 |
| 1M High / 1M Low: |
0.033 |
0.014 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-02 |
0.560 |
| Low (YTD): |
2024-04-30 |
0.008 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.029 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.024 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
219.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
