JP Morgan Call 95 CNC 16.01.2026
/ DE000JT3WBE5
JP Morgan Call 95 CNC 16.01.2026/ DE000JT3WBE5 /
| 10/18/2024 11:51:02 AM |
Chg.-0.140 |
Bid3:53:09 PM |
Ask3:53:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
-36.84% |
0.220
Bid Size: 75,000 |
0.250
Ask Size: 75,000 |
Centene Corp |
95.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
JT3WBE |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Centene Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
7/12/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.26 |
| Parity: |
-2.95 |
| Time value: |
0.33 |
| Break-even: |
91.03 |
| Moneyness: |
0.66 |
| Premium: |
0.56 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.10 |
| Spread %: |
43.48% |
| Delta: |
0.26 |
| Theta: |
-0.01 |
| Omega: |
4.64 |
| Rho: |
0.15 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.380 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-44.19% |
| 1 Month |
|
|
-58.62% |
| 3 Months |
|
|
-45.45% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.340 |
| 1M High / 1M Low: |
0.630 |
0.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.416 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.488 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
