JP Morgan Put 60 CNC 18.10.2024
/ DE000JT42W77
JP Morgan Put 60 CNC 18.10.2024/ DE000JT42W77 /
16/07/2024 11:54:16 |
Chg.+0.010 |
Bid13:18:10 |
Ask13:18:10 |
Underlying |
Strike price |
Expiration date |
Option type |
0.180EUR |
+5.88% |
0.180 Bid Size: 7,500 |
0.200 Ask Size: 7,500 |
Centene Corp |
60.00 USD |
18/10/2024 |
Put |
Master data
WKN: |
JT42W7 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Centene Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
60.00 USD |
Maturity: |
18/10/2024 |
Issue date: |
15/07/2024 |
Last trading day: |
17/10/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-28.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.21 |
Parity: |
-0.55 |
Time value: |
0.21 |
Break-even: |
52.95 |
Moneyness: |
0.91 |
Premium: |
0.13 |
Premium p.a.: |
0.58 |
Spread abs.: |
0.03 |
Spread %: |
16.67% |
Delta: |
-0.26 |
Theta: |
-0.02 |
Omega: |
-7.60 |
Rho: |
-0.05 |
Quote data
Open: |
0.180 |
High: |
0.180 |
Low: |
0.180 |
Previous Close: |
0.170 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
- |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |