JP Morgan Call 66 CNC 19.07.2024
/ DE000JT48C91
JP Morgan Call 66 CNC 19.07.2024/ DE000JT48C91 /
| 7/16/2024 9:37:18 AM |
Chg.-0.090 |
Bid6:32:50 PM |
Ask6:32:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
-47.37% |
0.290
Bid Size: 75,000 |
0.300
Ask Size: 75,000 |
Centene Corp |
66.00 USD |
7/19/2024 |
Call |
Master data
| WKN: |
JT48C9 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Centene Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
66.00 USD |
| Maturity: |
7/19/2024 |
| Issue date: |
7/3/2024 |
| Last trading day: |
7/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
50.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.21 |
| Parity: |
0.00 |
| Time value: |
0.12 |
| Break-even: |
61.75 |
| Moneyness: |
1.00 |
| Premium: |
0.02 |
| Premium p.a.: |
9.73 |
| Spread abs.: |
0.02 |
| Spread %: |
18.18% |
| Delta: |
0.51 |
| Theta: |
-0.20 |
| Omega: |
26.00 |
| Rho: |
0.00 |
Quote data
| Open: |
0.100 |
| High: |
0.100 |
| Low: |
0.100 |
| Previous Close: |
0.190 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.33% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.120 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.166 |
| 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: |
|
- |
