JP Morgan Put 60 CNC 15.11.2024
/ DE000JK12Z38
JP Morgan Put 60 CNC 15.11.2024/ DE000JK12Z38 /
| 10/18/2024 12:24:12 PM |
Chg.+0.020 |
Bid4:05:17 PM |
Ask4:05:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
+11.11% |
0.230
Bid Size: 125,000 |
0.240
Ask Size: 125,000 |
Centene Corp |
60.00 USD |
11/15/2024 |
Put |
Master data
| WKN: |
JK12Z3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Centene Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 USD |
| Maturity: |
11/15/2024 |
| Issue date: |
1/25/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-25.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.26 |
| Parity: |
-0.28 |
| Time value: |
0.23 |
| Break-even: |
53.11 |
| Moneyness: |
0.95 |
| Premium: |
0.09 |
| Premium p.a.: |
1.97 |
| Spread abs.: |
0.02 |
| Spread %: |
9.52% |
| Delta: |
-0.34 |
| Theta: |
-0.06 |
| Omega: |
-8.68 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.200 |
| High: |
0.200 |
| Low: |
0.200 |
| Previous Close: |
0.180 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+238.98% |
| 1 Month |
|
|
+325.53% |
| 3 Months |
|
|
-4.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.045 |
| 1M High / 1M Low: |
0.180 |
0.036 |
| 6M High / 6M Low: |
0.280 |
0.032 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.082 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.057 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.133 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
538.63% |
| Volatility 6M: |
|
383.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
