JP Morgan Call 70 CNC 18.10.2024
/ DE000JT42W93
JP Morgan Call 70 CNC 18.10.2024/ DE000JT42W93 /
| 17/09/2024 12:12:24 |
Chg.+0.100 |
Bid17:09:02 |
Ask17:09:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
+16.67% |
0.670
Bid Size: 75,000 |
0.680
Ask Size: 75,000 |
Centene Corp |
70.00 USD |
18/10/2024 |
Call |
Master data
| WKN: |
JT42W9 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Centene Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
18/10/2024 |
| Issue date: |
15/07/2024 |
| Last trading day: |
17/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.23 |
| Parity: |
0.59 |
| Time value: |
0.05 |
| Break-even: |
69.28 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
4.41% |
| Delta: |
0.89 |
| Theta: |
-0.02 |
| Omega: |
9.60 |
| Rho: |
0.05 |
Quote data
| Open: |
0.700 |
| High: |
0.700 |
| Low: |
0.700 |
| Previous Close: |
0.600 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+112.12% |
| 1 Month |
|
|
-23.91% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.330 |
| 1M High / 1M Low: |
1.010 |
0.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.474 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.723 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
254.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
