JP Morgan Call 95 CNC 16.01.2026
/ DE000JT3WBE5
JP Morgan Call 95 CNC 16.01.2026/ DE000JT3WBE5 /
14/08/2024 11:30:23 |
Chg.+0.010 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
0.700EUR |
+1.45% |
- Bid Size: - |
- Ask Size: - |
Centene Corp |
95.00 USD |
16/01/2026 |
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: |
16/01/2026 |
Issue date: |
12/07/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.33 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.23 |
Parity: |
-1.70 |
Time value: |
0.80 |
Break-even: |
94.40 |
Moneyness: |
0.80 |
Premium: |
0.36 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.10 |
Spread %: |
14.29% |
Delta: |
0.44 |
Theta: |
-0.01 |
Omega: |
3.82 |
Rho: |
0.32 |
Quote data
Open: |
0.700 |
High: |
0.700 |
Low: |
0.700 |
Previous Close: |
0.690 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.48% |
1 Month |
|
|
+55.56% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.720 |
0.670 |
1M High / 1M Low: |
0.850 |
0.370 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.698 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.597 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
221.46% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |