JP Morgan Call 70 CNC 17.01.2025
/ DE000JL667X5
JP Morgan Call 70 CNC 17.01.2025/ DE000JL667X5 /
05/09/2024 10:38:17 |
Chg.-0.460 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
0.790EUR |
-36.80% |
- Bid Size: - |
- Ask Size: - |
Centene Corp |
70.00 - |
17/01/2025 |
Call |
Master data
WKN: |
JL667X |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Centene Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
70.00 - |
Maturity: |
17/01/2025 |
Issue date: |
14/06/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.25 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.59 |
Historic volatility: |
0.24 |
Parity: |
-0.39 |
Time value: |
0.81 |
Break-even: |
78.10 |
Moneyness: |
0.94 |
Premium: |
0.18 |
Premium p.a.: |
0.57 |
Spread abs.: |
0.03 |
Spread %: |
3.85% |
Delta: |
0.52 |
Theta: |
-0.04 |
Omega: |
4.25 |
Rho: |
0.10 |
Quote data
Open: |
0.790 |
High: |
0.790 |
Low: |
0.790 |
Previous Close: |
1.250 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-29.46% |
1 Month |
|
|
-36.80% |
3 Months |
|
|
+3.95% |
YTD |
|
|
-38.76% |
1 Year |
|
|
-12.22% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.250 |
0.790 |
1M High / 1M Low: |
1.250 |
0.790 |
6M High / 6M Low: |
1.600 |
0.420 |
High (YTD): |
11/01/2024 |
1.670 |
Low (YTD): |
24/07/2024 |
0.420 |
52W High: |
11/01/2024 |
1.670 |
52W Low: |
24/07/2024 |
0.420 |
Avg. price 1W: |
|
1.082 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.093 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.023 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.192 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
152.36% |
Volatility 6M: |
|
154.32% |
Volatility 1Y: |
|
124.07% |
Volatility 3Y: |
|
- |