JP Morgan Put 60 CNC 15.11.2024
/ DE000JK12Z38
JP Morgan Put 60 CNC 15.11.2024/ DE000JK12Z38 /
15/08/2024 12:16:19 |
Chg.-0.008 |
Bid13:01:44 |
Ask13:01:44 |
Underlying |
Strike price |
Expiration date |
Option type |
0.055EUR |
-12.70% |
0.055 Bid Size: 5,000 |
0.085 Ask Size: 5,000 |
Centene Corp |
60.00 USD |
15/11/2024 |
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: |
15/11/2024 |
Issue date: |
25/01/2024 |
Last trading day: |
14/11/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-72.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.47 |
Historic volatility: |
0.23 |
Parity: |
-1.55 |
Time value: |
0.10 |
Break-even: |
53.52 |
Moneyness: |
0.78 |
Premium: |
0.23 |
Premium p.a.: |
1.31 |
Spread abs.: |
0.04 |
Spread %: |
70.18% |
Delta: |
-0.11 |
Theta: |
-0.02 |
Omega: |
-7.97 |
Rho: |
-0.02 |
Quote data
Open: |
0.055 |
High: |
0.055 |
Low: |
0.055 |
Previous Close: |
0.063 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-38.20% |
1 Month |
|
|
-75.00% |
3 Months |
|
|
-50.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.089 |
0.063 |
1M High / 1M Low: |
0.260 |
0.063 |
6M High / 6M Low: |
0.280 |
0.063 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.073 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.143 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.184 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
266.70% |
Volatility 6M: |
|
260.17% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |