JP Morgan Call 65 CNC 20.09.2024
/ DE000JT34A08
JP Morgan Call 65 CNC 20.09.2024/ DE000JT34A08 /
16/07/2024 16:31:45 |
Chg.-0.020 |
Bid17:15:48 |
Ask17:15:48 |
Underlying |
Strike price |
Expiration date |
Option type |
0.530EUR |
-3.64% |
0.570 Bid Size: 100,000 |
0.580 Ask Size: 100,000 |
Centene Corp |
65.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
JT34A0 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Centene Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
65.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
03/07/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
13.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.29 |
Intrinsic value: |
0.09 |
Implied volatility: |
0.38 |
Historic volatility: |
0.21 |
Parity: |
0.09 |
Time value: |
0.36 |
Break-even: |
64.14 |
Moneyness: |
1.02 |
Premium: |
0.06 |
Premium p.a.: |
0.37 |
Spread abs.: |
0.03 |
Spread %: |
7.14% |
Delta: |
0.59 |
Theta: |
-0.03 |
Omega: |
7.88 |
Rho: |
0.06 |
Quote data
Open: |
0.400 |
High: |
0.530 |
Low: |
0.400 |
Previous Close: |
0.550 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+15.22% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.550 |
0.430 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.488 |
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: |
|
- |