JP Morgan Call 65 CNC 17.01.2025
/ DE000JL62J44
JP Morgan Call 65 CNC 17.01.2025/ DE000JL62J44 /
| 30/07/2024 11:06:46 |
Chg.+0.02 |
Bid17:56:52 |
Ask17:56:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.22EUR |
+1.67% |
1.41
Bid Size: 100,000 |
1.43
Ask Size: 100,000 |
Centene Corp |
65.00 - |
17/01/2025 |
Call |
Master data
| WKN: |
JL62J4 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Centene Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 - |
| Maturity: |
17/01/2025 |
| Issue date: |
16/06/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.23 |
| Parity: |
0.29 |
| Time value: |
0.97 |
| Break-even: |
77.60 |
| Moneyness: |
1.04 |
| Premium: |
0.14 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.05 |
| Spread %: |
4.13% |
| Delta: |
0.64 |
| Theta: |
-0.03 |
| Omega: |
3.44 |
| Rho: |
0.14 |
Quote data
| Open: |
1.22 |
| High: |
1.22 |
| Low: |
1.22 |
| Previous Close: |
1.20 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+56.41% |
| 1 Month |
|
|
+40.23% |
| 3 Months |
|
|
-12.86% |
| YTD |
|
|
-22.78% |
| 1 Year |
|
|
-7.58% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.20 |
0.63 |
| 1M High / 1M Low: |
1.20 |
0.63 |
| 6M High / 6M Low: |
1.98 |
0.63 |
| High (YTD): |
28/02/2024 |
1.98 |
| Low (YTD): |
24/07/2024 |
0.63 |
| 52W High: |
28/02/2024 |
1.98 |
| 52W Low: |
24/07/2024 |
0.63 |
| Avg. price 1W: |
|
0.84 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.39 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.46 |
| Avg. volume 1Y: |
|
669.29 |
| Volatility 1M: |
|
202.67% |
| Volatility 6M: |
|
114.50% |
| Volatility 1Y: |
|
97.00% |
| Volatility 3Y: |
|
- |
