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JP Morgan Call 75 CNC 17.01.2025/  DE000JL7F0Q6  /

EUWAX
05/09/2024  10:39:02 Chg.-0.390 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
0.540EUR -41.94% -
Bid Size: -		 -
Ask Size: -		 Centene Corp 75.00 - 17/01/2025 Call
 

Master data

WKN: JL7F0Q
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Centene Corp
Type: Warrant
Option type: Call
Strike price: 75.00 -
Maturity: 17/01/2025
Issue date: 14/06/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.81
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.24
Parity: -0.89
Time value: 0.56
Break-even: 80.60
Moneyness: 0.88
Premium: 0.22
Premium p.a.: 0.72
Spread abs.: 0.03
Spread %: 5.66%
Delta: 0.43
Theta: -0.03
Omega: 5.03
Rho: 0.08
 

Quote data

Open: 0.540
High: 0.540
Low: 0.540
Previous Close: 0.930
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -34.15%
1 Month
  -37.93%
3 Months
  -6.90%
YTD
  -48.08%
1 Year
  -18.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.930 0.810
1M High / 1M Low: 0.960 0.710
6M High / 6M Low: 1.310 0.270
High (YTD): 11/01/2024 1.380
Low (YTD): 24/07/2024 0.270
52W High: 11/01/2024 1.380
52W Low: 24/07/2024 0.270
Avg. price 1W:   0.838
Avg. volume 1W:   0.000
Avg. price 1M:   0.813
Avg. volume 1M:   0.000
Avg. price 6M:   0.777
Avg. volume 6M:   0.000
Avg. price 1Y:   0.941
Avg. volume 1Y:   0.000
Volatility 1M:   110.82%
Volatility 6M:   171.81%
Volatility 1Y:   137.43%
Volatility 3Y:   -