JP Morgan Call 75 CNC 15.11.2024
/ DE000JK12Z95
JP Morgan Call 75 CNC 15.11.2024/ DE000JK12Z95 /
| 9/17/2024 12:35:27 PM |
Chg.+0.070 |
Bid5:10:14 PM |
Ask5:10:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
+15.22% |
0.510
Bid Size: 100,000 |
0.520
Ask Size: 100,000 |
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: |
12.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.23 |
| Parity: |
0.14 |
| Time value: |
0.40 |
| Break-even: |
72.79 |
| Moneyness: |
1.02 |
| Premium: |
0.06 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.02 |
| Spread %: |
3.85% |
| Delta: |
0.60 |
| Theta: |
-0.04 |
| Omega: |
7.59 |
| Rho: |
0.06 |
Quote data
| Open: |
0.530 |
| High: |
0.530 |
| Low: |
0.530 |
| Previous Close: |
0.460 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+103.85% |
| 1 Month |
|
|
-24.29% |
| 3 Months |
|
|
+39.47% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.260 |
| 1M High / 1M Low: |
0.770 |
0.260 |
| 6M High / 6M Low: |
1.090 |
0.180 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.362 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.548 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.597 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
253.04% |
| Volatility 6M: |
|
226.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
