JP Morgan Call 90 CNC 16.01.2026
/ DE000JT253B2
JP Morgan Call 90 CNC 16.01.2026/ DE000JT253B2 /
| 17/09/2024 10:06:38 |
Chg.+0.050 |
Bid17:53:04 |
Ask17:53:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
+7.04% |
0.730
Bid Size: 100,000 |
0.760
Ask Size: 100,000 |
Centene Corp |
90.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
JT253B |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Centene Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
12/06/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.23 |
| Parity: |
-1.21 |
| Time value: |
0.85 |
| Break-even: |
89.37 |
| Moneyness: |
0.85 |
| Premium: |
0.30 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.09 |
| Spread %: |
11.84% |
| Delta: |
0.48 |
| Theta: |
-0.01 |
| Omega: |
3.85 |
| Rho: |
0.32 |
Quote data
| Open: |
0.760 |
| High: |
0.760 |
| Low: |
0.760 |
| Previous Close: |
0.710 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.71% |
| 1 Month |
|
|
-18.28% |
| 3 Months |
|
|
+28.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.560 |
| 1M High / 1M Low: |
0.960 |
0.560 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.644 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.790 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
