JP Morgan Put 380 HUM 16.08.2024
/ DE000JB8EV54
JP Morgan Put 380 HUM 16.08.2024/ DE000JB8EV54 /
| 04/06/2024 12:15:05 |
Chg.- |
Bid08:22:50 |
Ask08:22:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
- |
0.270
Bid Size: 15,000 |
0.290
Ask Size: 15,000 |
Humana Inc |
380.00 USD |
16/08/2024 |
Put |
Master data
| WKN: |
JB8EV5 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Humana Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
380.00 USD |
| Maturity: |
16/08/2024 |
| Issue date: |
18/12/2023 |
| Last trading day: |
15/08/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.29 |
| Parity: |
0.18 |
| Time value: |
0.11 |
| Break-even: |
320.21 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.02 |
| Spread %: |
7.41% |
| Delta: |
-0.59 |
| Theta: |
-0.11 |
| Omega: |
-6.69 |
| Rho: |
-0.44 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.260 |
| Previous Close: |
0.300 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.73% |
| 1 Month |
|
|
-55.17% |
| 3 Months |
|
|
-39.53% |
| YTD |
|
|
+116.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.260 |
| 1M High / 1M Low: |
0.580 |
0.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
30/04/2024 |
0.710 |
| Low (YTD): |
11/01/2024 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.338 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.390 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
