JP Morgan Call 510 UNH 24.01.2025
/ DE000JF0JE26
JP Morgan Call 510 UNH 24.01.2025/ DE000JF0JE26 /
| 1/23/2025 9:38:43 AM |
Chg.-0.030 |
Bid1:51:33 PM |
Ask1:51:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
-20.00% |
0.180
Bid Size: 30,000 |
0.190
Ask Size: 30,000 |
UnitedHealth Group I... |
510.00 USD |
1/24/2025 |
Call |
Master data
| WKN: |
JF0JE2 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
UnitedHealth Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
510.00 USD |
| Maturity: |
1/24/2025 |
| Issue date: |
1/3/2025 |
| Last trading day: |
1/23/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
35.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.82 |
| Historic volatility: |
0.26 |
| Parity: |
0.09 |
| Time value: |
0.05 |
| Break-even: |
504.01 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
28.70 |
| Spread abs.: |
0.01 |
| Spread %: |
7.69% |
| Delta: |
0.68 |
| Theta: |
-3.88 |
| Omega: |
24.17 |
| Rho: |
0.01 |
Quote data
| Open: |
0.120 |
| High: |
0.120 |
| Low: |
0.120 |
| Previous Close: |
0.150 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.29% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.100 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.132 |
| Avg. volume 1W: |
|
17,943.200 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |