JP Morgan Call 85 CNC 15.11.2024
/ DE000JT6D0E8
JP Morgan Call 85 CNC 15.11.2024/ DE000JT6D0E8 /
| 9/17/2024 11:15:42 AM |
Chg.+0.030 |
Bid6:37:26 PM |
Ask6:37:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
+23.08% |
0.140
Bid Size: 75,000 |
0.150
Ask Size: 75,000 |
Centene Corp |
85.00 USD |
11/15/2024 |
Call |
Master data
| WKN: |
JT6D0E |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Centene Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 USD |
| Maturity: |
11/15/2024 |
| Issue date: |
8/2/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
36.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.23 |
| Parity: |
-0.76 |
| Time value: |
0.19 |
| Break-even: |
78.27 |
| Moneyness: |
0.90 |
| Premium: |
0.14 |
| Premium p.a.: |
1.22 |
| Spread abs.: |
0.03 |
| Spread %: |
18.75% |
| Delta: |
0.30 |
| Theta: |
-0.03 |
| Omega: |
10.71 |
| Rho: |
0.03 |
Quote data
| Open: |
0.160 |
| High: |
0.160 |
| Low: |
0.160 |
| Previous Close: |
0.130 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+166.67% |
| 1 Month |
|
|
-40.74% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.060 |
| 1M High / 1M Low: |
0.290 |
0.060 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.094 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.179 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
373.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
