JP Morgan Call 70 CNC 15.11.2024/  DE000JT1JG24  /

EUWAX
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:   -