JP Morgan Call 470 CI 15.11.2024
/ DE000JK1RBK5
JP Morgan Call 470 CI 15.11.2024/ DE000JK1RBK5 /
2024-06-20 8:16:17 AM |
Chg.-0.001 |
Bid2:59:11 PM |
Ask2:59:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.028EUR |
-3.45% |
- Bid Size: - |
- Ask Size: - |
Cigna Group |
470.00 USD |
2024-11-15 |
Call |
Master data
WKN: |
JK1RBK |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Cigna Group |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
470.00 USD |
Maturity: |
2024-11-15 |
Issue date: |
2024-01-30 |
Last trading day: |
2024-11-14 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
42.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.46 |
Historic volatility: |
0.25 |
Parity: |
-12.58 |
Time value: |
0.73 |
Break-even: |
444.63 |
Moneyness: |
0.71 |
Premium: |
0.43 |
Premium p.a.: |
1.40 |
Spread abs.: |
0.70 |
Spread %: |
2,507.14% |
Delta: |
0.17 |
Theta: |
-0.08 |
Omega: |
7.23 |
Rho: |
0.18 |
Quote data
Open: |
0.028 |
High: |
0.028 |
Low: |
0.028 |
Previous Close: |
0.029 |
Turnover: |
- |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
-20.00% |
1 Month |
|
|
-50.88% |
3 Months |
|
|
-91.52% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.035 |
0.029 |
1M High / 1M Low: |
0.061 |
0.029 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.031 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.041 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
384.29% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |