JP Morgan Call 75 CNC 20.06.2025
/ DE000JK420R2
JP Morgan Call 75 CNC 20.06.2025/ DE000JK420R2 /
| 18/10/2024 08:53:06 |
Chg.-0.240 |
Bid17:38:13 |
Ask17:38:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
-40.00% |
0.330
Bid Size: 100,000 |
0.350
Ask Size: 100,000 |
Centene Corp |
75.00 USD |
20/06/2025 |
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: |
20/06/2025 |
| Issue date: |
19/03/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.26 |
| Parity: |
-1.11 |
| Time value: |
0.37 |
| Break-even: |
72.95 |
| Moneyness: |
0.84 |
| Premium: |
0.25 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.04 |
| Spread %: |
11.11% |
| Delta: |
0.36 |
| Theta: |
-0.01 |
| Omega: |
5.69 |
| Rho: |
0.12 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.360 |
| Previous Close: |
0.600 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-47.83% |
| 1 Month |
|
|
-61.29% |
| 3 Months |
|
|
-47.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.540 |
| 1M High / 1M Low: |
1.000 |
0.540 |
| 6M High / 6M Low: |
1.360 |
0.500 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.644 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.782 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.938 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.38% |
| Volatility 6M: |
|
142.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
