JP Morgan Call 75 CNC 15.11.2024
/ DE000JK12Z95
JP Morgan Call 75 CNC 15.11.2024/ DE000JK12Z95 /
| 8/14/2024 12:07:39 PM |
Chg.+0.020 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
+3.51% |
-
Bid Size: - |
-
Ask Size: - |
Centene Corp |
75.00 USD |
11/15/2024 |
Call |
Master data
| WKN: |
JK12Z9 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Centene Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 USD |
| Maturity: |
11/15/2024 |
| Issue date: |
1/25/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.23 |
| Parity: |
0.12 |
| Time value: |
0.49 |
| Break-even: |
74.31 |
| Moneyness: |
1.02 |
| Premium: |
0.07 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.02 |
| Spread %: |
3.39% |
| Delta: |
0.59 |
| Theta: |
-0.03 |
| Omega: |
6.76 |
| Rho: |
0.09 |
Quote data
| Open: |
0.590 |
| High: |
0.590 |
| Low: |
0.590 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.26% |
| 1 Month |
|
|
+110.71% |
| 3 Months |
|
|
-29.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.540 |
| 1M High / 1M Low: |
0.780 |
0.180 |
| 6M High / 6M Low: |
1.280 |
0.180 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.580 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.474 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.691 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
365.02% |
| Volatility 6M: |
|
208.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
