JP Morgan Call 85 CNC 21.03.2025
/ DE000JT5E4Q4
JP Morgan Call 85 CNC 21.03.2025/ DE000JT5E4Q4 /
| 10/18/2024 12:23:38 PM |
Chg.+0.007 |
Bid5:55:46 PM |
Ask5:55:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.084EUR |
+9.09% |
0.071
Bid Size: 75,000 |
0.086
Ask Size: 75,000 |
Centene Corp |
85.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
JT5E4Q |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Centene Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
7/22/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
48.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.26 |
| Parity: |
-2.03 |
| Time value: |
0.12 |
| Break-even: |
79.69 |
| Moneyness: |
0.74 |
| Premium: |
0.37 |
| Premium p.a.: |
1.11 |
| Spread abs.: |
0.04 |
| Spread %: |
58.54% |
| Delta: |
0.17 |
| Theta: |
-0.01 |
| Omega: |
8.08 |
| Rho: |
0.04 |
Quote data
| Open: |
0.084 |
| High: |
0.084 |
| Low: |
0.084 |
| Previous Close: |
0.077 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-60.00% |
| 1 Month |
|
|
-77.30% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.077 |
| 1M High / 1M Low: |
0.430 |
0.077 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.181 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.275 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
228.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
