JP Morgan Call 70 CNC 16.01.2026
/ DE000JT253J5
JP Morgan Call 70 CNC 16.01.2026/ DE000JT253J5 /
| 2024-07-16 10:03:15 AM |
Chg.-0.14 |
Bid5:49:54 PM |
Ask5:49:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.09EUR |
-11.38% |
1.23
Bid Size: 100,000 |
1.26
Ask Size: 100,000 |
Centene Corp |
70.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
JT253J |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Centene Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-06-12 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.21 |
| Parity: |
-0.37 |
| Time value: |
1.19 |
| Break-even: |
76.13 |
| Moneyness: |
0.94 |
| Premium: |
0.26 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.10 |
| Spread %: |
9.17% |
| Delta: |
0.60 |
| Theta: |
-0.01 |
| Omega: |
3.03 |
| Rho: |
0.36 |
Quote data
| Open: |
1.09 |
| High: |
1.09 |
| Low: |
1.09 |
| Previous Close: |
1.23 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.39% |
| 1 Month |
|
|
-14.84% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.23 |
1.11 |
| 1M High / 1M Low: |
1.30 |
1.06 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.18 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
