JP Morgan Call 74 CNC 20.09.2024
/ DE000JT5ZRH2
JP Morgan Call 74 CNC 20.09.2024/ DE000JT5ZRH2 /
| 17/09/2024 12:51:03 |
Chg.+0.080 |
Bid20:57:32 |
Ask20:57:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
+42.11% |
0.190
Bid Size: 100,000 |
0.200
Ask Size: 100,000 |
Centene Corp |
74.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
JT5ZRH |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Centene Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
74.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
29/07/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
26.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.23 |
| Parity: |
0.23 |
| Time value: |
0.03 |
| Break-even: |
69.10 |
| Moneyness: |
1.03 |
| Premium: |
0.00 |
| Premium p.a.: |
0.69 |
| Spread abs.: |
0.03 |
| Spread %: |
11.54% |
| Delta: |
0.82 |
| Theta: |
-0.13 |
| Omega: |
21.52 |
| Rho: |
0.00 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.270 |
| Previous Close: |
0.190 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+451.02% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.190 |
0.049 |
| 1M High / 1M Low: |
0.610 |
0.049 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.118 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.346 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
521.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
