JP Morgan Put 55 CNC 20.06.2025
/ DE000JK66PR8
JP Morgan Put 55 CNC 20.06.2025/ DE000JK66PR8 /
| 16/07/2024 09:52:58 |
Chg.+0.020 |
Bid13:18:10 |
Ask13:18:10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
+6.45% |
0.330
Bid Size: 7,500 |
0.390
Ask Size: 7,500 |
Centene Corp |
55.00 USD |
20/06/2025 |
Put |
Master data
| WKN: |
JK66PR |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Centene Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
55.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
05/04/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.21 |
| Parity: |
-1.01 |
| Time value: |
0.41 |
| Break-even: |
46.37 |
| Moneyness: |
0.83 |
| Premium: |
0.23 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.08 |
| Spread %: |
24.24% |
| Delta: |
-0.23 |
| Theta: |
-0.01 |
| Omega: |
-3.41 |
| Rho: |
-0.17 |
Quote data
| Open: |
0.330 |
| High: |
0.330 |
| Low: |
0.330 |
| Previous Close: |
0.310 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+17.86% |
| 3 Months |
|
|
+10.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.310 |
| 1M High / 1M Low: |
0.350 |
0.290 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.322 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.318 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
