JP Morgan Put 55 CNC 20.12.2024
/ DE000JT026P2
JP Morgan Put 55 CNC 20.12.2024/ DE000JT026P2 /
08/08/2024 09:40:09 |
Chg.- |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
0.085EUR |
- |
- Bid Size: - |
- Ask Size: - |
Centene Corp |
55.00 - |
20/12/2024 |
Put |
Master data
WKN: |
JT026P |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Centene Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
55.00 - |
Maturity: |
20/12/2024 |
Issue date: |
31/05/2024 |
Last trading day: |
08/08/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-49.60 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.23 |
Parity: |
-1.44 |
Time value: |
0.14 |
Break-even: |
53.60 |
Moneyness: |
0.79 |
Premium: |
0.23 |
Premium p.a.: |
0.80 |
Spread abs.: |
0.06 |
Spread %: |
66.67% |
Delta: |
-0.14 |
Theta: |
-0.01 |
Omega: |
-6.85 |
Rho: |
-0.04 |
Quote data
Open: |
0.085 |
High: |
0.085 |
Low: |
0.085 |
Previous Close: |
0.076 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-43.33% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.085 |
0.085 |
1M High / 1M Low: |
0.180 |
0.060 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.085 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.117 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
264.66% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |