JP Morgan Call 480 HUM 20.09.2024
/ DE000JB5KBB1
JP Morgan Call 480 HUM 20.09.2024/ DE000JB5KBB1 /
| 2024-06-05 12:28:16 PM |
Chg.-0.003 |
Bid8:57:01 PM |
Ask8:57:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.021EUR |
-12.50% |
0.021
Bid Size: 100,000 |
0.031
Ask Size: 100,000 |
Humana Inc |
480.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
JB5KBB |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Humana Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
480.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-06 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
65.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.29 |
| Parity: |
-1.09 |
| Time value: |
0.05 |
| Break-even: |
446.21 |
| Moneyness: |
0.75 |
| Premium: |
0.35 |
| Premium p.a.: |
1.75 |
| Spread abs.: |
0.03 |
| Spread %: |
142.86% |
| Delta: |
0.14 |
| Theta: |
-0.09 |
| Omega: |
9.29 |
| Rho: |
0.12 |
Quote data
| Open: |
0.021 |
| High: |
0.021 |
| Low: |
0.021 |
| Previous Close: |
0.024 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.00% |
| 1 Month |
|
|
+90.91% |
| 3 Months |
|
|
-46.15% |
| YTD |
|
|
-94.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.024 |
0.014 |
| 1M High / 1M Low: |
0.024 |
0.011 |
| 6M High / 6M Low: |
0.630 |
0.006 |
| High (YTD): |
2024-01-05 |
0.410 |
| Low (YTD): |
2024-04-29 |
0.006 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.018 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.017 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.122 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
231.74% |
| Volatility 6M: |
|
277.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
