JP Morgan Put 340 CI 19.07.2024
/ DE000JK3DPM7
JP Morgan Put 340 CI 19.07.2024/ DE000JK3DPM7 /
| 2024-06-17 9:02:57 AM |
Chg.+0.03 |
Bid9:42:29 AM |
Ask9:42:29 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.03EUR |
+3.00% |
1.03
Bid Size: 2,000 |
1.18
Ask Size: 2,000 |
Cigna Group |
340.00 USD |
2024-07-19 |
Put |
Master data
| WKN: |
JK3DPM |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cigna Group |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
340.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-02-14 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-28.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.23 |
| Intrinsic value: |
0.63 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.26 |
| Parity: |
0.63 |
| Time value: |
0.47 |
| Break-even: |
306.75 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.14 |
| Spread %: |
14.71% |
| Delta: |
-0.59 |
| Theta: |
-0.10 |
| Omega: |
-16.83 |
| Rho: |
-0.17 |
Quote data
| Open: |
1.03 |
| High: |
1.03 |
| Low: |
1.03 |
| Previous Close: |
1.00 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.18% |
| 1 Month |
|
|
+7.29% |
| 3 Months |
|
|
-20.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.00 |
0.78 |
| 1M High / 1M Low: |
1.33 |
0.69 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.86 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
246.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
