JP Morgan Call 75 CNC 20.12.2024
/ DE000JK80FU4
JP Morgan Call 75 CNC 20.12.2024/ DE000JK80FU4 /
10/18/2024 12:34:22 PM |
Chg.-0.002 |
Bid6:57:16 PM |
Ask6:57:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.088EUR |
-2.22% |
0.078 Bid Size: 100,000 |
0.088 Ask Size: 100,000 |
Centene Corp |
75.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
JK80FU |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Centene Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
75.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
4/19/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
48.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.26 |
Parity: |
-1.11 |
Time value: |
0.12 |
Break-even: |
70.46 |
Moneyness: |
0.84 |
Premium: |
0.21 |
Premium p.a.: |
2.03 |
Spread abs.: |
0.04 |
Spread %: |
41.18% |
Delta: |
0.21 |
Theta: |
-0.03 |
Omega: |
10.23 |
Rho: |
0.02 |
Quote data
Open: |
0.088 |
High: |
0.088 |
Low: |
0.088 |
Previous Close: |
0.090 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-69.66% |
1 Month |
|
|
-84.00% |
3 Months |
|
|
-75.56% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.330 |
0.090 |
1M High / 1M Low: |
0.630 |
0.090 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.246 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.400 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
243.47% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |