JP Morgan Call 70 CNC 15.11.2024
/ DE000JT1JG24
JP Morgan Call 70 CNC 15.11.2024/ DE000JT1JG24 /
8/14/2024 9:50:07 AM |
Chg.+0.020 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.890EUR |
+2.30% |
- Bid Size: - |
- Ask Size: - |
Centene Corp |
70.00 USD |
11/15/2024 |
Call |
Master data
WKN: |
JT1JG2 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Centene Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
70.00 USD |
Maturity: |
11/15/2024 |
Issue date: |
5/31/2024 |
Last trading day: |
11/14/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.72 |
Intrinsic value: |
0.58 |
Implied volatility: |
0.34 |
Historic volatility: |
0.23 |
Parity: |
0.58 |
Time value: |
0.26 |
Break-even: |
72.03 |
Moneyness: |
1.09 |
Premium: |
0.04 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.03 |
Spread %: |
3.37% |
Delta: |
0.74 |
Theta: |
-0.02 |
Omega: |
6.16 |
Rho: |
0.11 |
Quote data
Open: |
0.890 |
High: |
0.890 |
Low: |
0.890 |
Previous Close: |
0.870 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+9.88% |
1 Month |
|
|
+97.78% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.890 |
0.810 |
1M High / 1M Low: |
1.090 |
0.300 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.868 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.696 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
321.45% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |