JP Morgan Call 65 CNC 16.01.2026
/ DE000JT3ZU81
JP Morgan Call 65 CNC 16.01.2026/ DE000JT3ZU81 /
| 15/08/2024 09:32:25 |
Chg.+0.05 |
Bid20:36:38 |
Ask20:36:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.00EUR |
+2.56% |
2.09
Bid Size: 100,000 |
2.12
Ask Size: 100,000 |
Centene Corp |
65.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
JT3ZU8 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Centene Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
03/07/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.58 |
| Intrinsic value: |
1.09 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.23 |
| Parity: |
1.09 |
| Time value: |
1.00 |
| Break-even: |
79.93 |
| Moneyness: |
1.19 |
| Premium: |
0.14 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.10 |
| Spread %: |
5.03% |
| Delta: |
0.75 |
| Theta: |
-0.01 |
| Omega: |
2.52 |
| Rho: |
0.45 |
Quote data
| Open: |
2.00 |
| High: |
2.00 |
| Low: |
2.00 |
| Previous Close: |
1.95 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.95% |
| 1 Month |
|
|
+41.84% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.97 |
1.87 |
| 1M High / 1M Low: |
2.17 |
1.22 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
