JP Morgan Call 90 CNC 20.06.2025
/ DE000JT352M9
JP Morgan Call 90 CNC 20.06.2025/ DE000JT352M9 /
| 10/18/2024 8:46:11 AM |
Chg.-0.100 |
Bid4:14:54 PM |
Ask4:14:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
-47.62% |
0.098
Bid Size: 75,000 |
0.120
Ask Size: 75,000 |
Centene Corp |
90.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
JT352M |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Centene Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
7/16/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
32.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.26 |
| Parity: |
-2.49 |
| Time value: |
0.18 |
| Break-even: |
84.91 |
| Moneyness: |
0.70 |
| Premium: |
0.46 |
| Premium p.a.: |
0.76 |
| Spread abs.: |
0.07 |
| Spread %: |
63.64% |
| Delta: |
0.20 |
| Theta: |
-0.01 |
| Omega: |
6.34 |
| Rho: |
0.06 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.110 |
| Previous Close: |
0.210 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-57.69% |
| 1 Month |
|
|
-71.79% |
| 3 Months |
|
|
-62.07% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.180 |
| 1M High / 1M Low: |
0.440 |
0.180 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.244 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.310 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
188.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
