JP Morgan Call 90 CNC 21.03.2025
/ DE000JT5SQY4
JP Morgan Call 90 CNC 21.03.2025/ DE000JT5SQY4 /
| 11/12/2024 10:36:07 AM |
Chg.- |
Bid8:08:27 AM |
Ask8:08:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.034EUR |
- |
0.026
Bid Size: 5,000 |
0.086
Ask Size: 5,000 |
Centene Corp |
90.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
JT5SQY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Centene Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
8/2/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
59.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.27 |
| Parity: |
-2.74 |
| Time value: |
0.10 |
| Break-even: |
85.35 |
| Moneyness: |
0.68 |
| Premium: |
0.50 |
| Premium p.a.: |
2.14 |
| Spread abs.: |
0.06 |
| Spread %: |
171.43% |
| Delta: |
0.13 |
| Theta: |
-0.01 |
| Omega: |
7.64 |
| Rho: |
0.02 |
Quote data
| Open: |
0.034 |
| High: |
0.034 |
| Low: |
0.034 |
| Previous Close: |
0.036 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-52.11% |
| 1 Month |
|
|
-73.85% |
| 3 Months |
|
|
-90.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.071 |
0.034 |
| 1M High / 1M Low: |
0.160 |
0.034 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.048 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.067 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
411.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
