JP Morgan Put 360 HUM 16.08.2024
/ DE000JK03CG2
JP Morgan Put 360 HUM 16.08.2024/ DE000JK03CG2 /
6/5/2024 12:27:19 PM |
Chg.+0.010 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.170EUR |
+6.25% |
- Bid Size: - |
- Ask Size: - |
Humana Inc |
360.00 USD |
8/16/2024 |
Put |
Master data
WKN: |
JK03CG |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Humana Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
360.00 USD |
Maturity: |
8/16/2024 |
Issue date: |
1/24/2024 |
Last trading day: |
8/15/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-18.99 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.16 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.29 |
Parity: |
-0.01 |
Time value: |
0.17 |
Break-even: |
313.37 |
Moneyness: |
1.00 |
Premium: |
0.06 |
Premium p.a.: |
0.31 |
Spread abs.: |
0.02 |
Spread %: |
11.76% |
Delta: |
-0.44 |
Theta: |
-0.11 |
Omega: |
-8.44 |
Rho: |
-0.33 |
Quote data
Open: |
0.170 |
High: |
0.170 |
Low: |
0.170 |
Previous Close: |
0.160 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-29.17% |
1 Month |
|
|
-59.52% |
3 Months |
|
|
-43.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.270 |
0.160 |
1M High / 1M Low: |
0.420 |
0.160 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.220 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.265 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
155.20% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |