JP Morgan Call 68 CNC 16.08.2024
/ DE000JT1SDV7
JP Morgan Call 68 CNC 16.08.2024/ DE000JT1SDV7 /
8/14/2024 9:51:24 AM |
Chg.+0.040 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.770EUR |
+5.48% |
- Bid Size: - |
- Ask Size: - |
Centene Corp |
68.00 USD |
8/16/2024 |
Call |
Master data
WKN: |
JT1SDV |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Centene Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
68.00 USD |
Maturity: |
8/16/2024 |
Issue date: |
6/26/2024 |
Last trading day: |
8/15/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.76 |
Intrinsic value: |
0.76 |
Implied volatility: |
- |
Historic volatility: |
0.23 |
Parity: |
0.76 |
Time value: |
-0.03 |
Break-even: |
69.14 |
Moneyness: |
1.12 |
Premium: |
0.00 |
Premium p.a.: |
-0.54 |
Spread abs.: |
-0.03 |
Spread %: |
-3.95% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.770 |
High: |
0.770 |
Low: |
0.770 |
Previous Close: |
0.730 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+24.19% |
1 Month |
|
|
+196.15% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.770 |
0.620 |
1M High / 1M Low: |
0.920 |
0.100 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.716 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.520 |
Avg. volume 1M: |
|
43.478 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
602.74% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |