JP Morgan Call 70 CNC 20.06.2025
/ DE000JT0GXH1
JP Morgan Call 70 CNC 20.06.2025/ DE000JT0GXH1 /
| 10/18/2024 9:50:48 AM |
Chg.-0.290 |
Bid5:57:17 PM |
Ask5:57:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
-36.25% |
0.460
Bid Size: 125,000 |
0.480
Ask Size: 125,000 |
Centene Corp |
70.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
JT0GXH |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Centene Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
5/31/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.26 |
| Parity: |
-0.65 |
| Time value: |
0.55 |
| Break-even: |
70.14 |
| Moneyness: |
0.90 |
| Premium: |
0.21 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.04 |
| Spread %: |
7.84% |
| Delta: |
0.46 |
| Theta: |
-0.02 |
| Omega: |
4.87 |
| Rho: |
0.14 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.510 |
| Previous Close: |
0.800 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-44.57% |
| 1 Month |
|
|
-56.78% |
| 3 Months |
|
|
-42.05% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.000 |
0.740 |
| 1M High / 1M Low: |
1.250 |
0.740 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.886 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.026 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
