JP Morgan Put 510 UNH 31.01.2025/  DE000JF0S387  /

EUWAX
1/22/2025  10:43:51 AM Chg.-0.014 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.069EUR -16.87% -
Bid Size: -
-
Ask Size: -
UnitedHealth Group I... 510.00 USD 1/31/2025 Put
 

Master data

WKN: JF0S38
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: UnitedHealth Group Inc
Type: Warrant
Option type: Put
Strike price: 510.00 USD
Maturity: 1/31/2025
Issue date: 1/6/2025
Last trading day: 1/30/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -66.38
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.26
Parity: -0.14
Time value: 0.08
Break-even: 482.51
Moneyness: 0.97
Premium: 0.04
Premium p.a.: 4.65
Spread abs.: 0.01
Spread %: 15.15%
Delta: -0.32
Theta: -0.68
Omega: -21.36
Rho: -0.04
 

Quote data

Open: 0.069
High: 0.069
Low: 0.069
Previous Close: 0.083
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.39%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.150 0.069
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.104
Avg. volume 1W:   0.000
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:   -