JP Morgan Call 75 CNC 20.06.2025
/ DE000JK420R2
JP Morgan Call 75 CNC 20.06.2025/ DE000JK420R2 /
| 8/15/2024 8:44:55 AM |
Chg.+0.03 |
Bid10:26:00 AM |
Ask10:26:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.11EUR |
+2.78% |
1.11
Bid Size: 5,000 |
1.17
Ask Size: 5,000 |
Centene Corp |
75.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
JK420R |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Centene Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
3/19/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.23 |
| Parity: |
0.18 |
| Time value: |
0.98 |
| Break-even: |
79.71 |
| Moneyness: |
1.03 |
| Premium: |
0.14 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.06 |
| Spread %: |
5.45% |
| Delta: |
0.63 |
| Theta: |
-0.02 |
| Omega: |
3.82 |
| Rho: |
0.28 |
Quote data
| Open: |
1.11 |
| High: |
1.11 |
| Low: |
1.11 |
| Previous Close: |
1.08 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.73% |
| 1 Month |
|
|
+58.57% |
| 3 Months |
|
|
-12.60% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.08 |
1.04 |
| 1M High / 1M Low: |
1.29 |
0.50 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
228.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
