JP Morgan Call 65 CNC 17.01.2025
/ DE000JL62J44
JP Morgan Call 65 CNC 17.01.2025/ DE000JL62J44 /
| 14/08/2024 10:57:03 |
Chg.+0.03 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.37EUR |
+2.24% |
-
Bid Size: - |
-
Ask Size: - |
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: |
4.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.23 |
| Parity: |
0.44 |
| Time value: |
0.96 |
| Break-even: |
79.00 |
| Moneyness: |
1.07 |
| Premium: |
0.14 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.04 |
| Spread %: |
2.94% |
| Delta: |
0.66 |
| Theta: |
-0.04 |
| Omega: |
3.26 |
| Rho: |
0.14 |
Quote data
| Open: |
1.37 |
| High: |
1.37 |
| Low: |
1.37 |
| Previous Close: |
1.34 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.20% |
| 1 Month |
|
|
+57.47% |
| 3 Months |
|
|
-13.29% |
| YTD |
|
|
-13.29% |
| 1 Year |
|
|
+7.87% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.37 |
1.29 |
| 1M High / 1M Low: |
1.58 |
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: |
|
1.35 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.36 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.46 |
| Avg. volume 1Y: |
|
666.67 |
| Volatility 1M: |
|
208.09% |
| Volatility 6M: |
|
120.66% |
| Volatility 1Y: |
|
100.49% |
| Volatility 3Y: |
|
- |
