JP Morgan Put 65 CNC 17.01.2025
/ DE000JL5K6K1
JP Morgan Put 65 CNC 17.01.2025/ DE000JL5K6K1 /
14/08/2024 10:38:33 |
Chg.-0.020 |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
0.200EUR |
-9.09% |
- Bid Size: - |
- Ask Size: - |
Centene Corp |
65.00 - |
17/01/2025 |
Put |
Master data
WKN: |
JL5K6K |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Centene Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
65.00 - |
Maturity: |
17/01/2025 |
Issue date: |
14/06/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-28.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.18 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.23 |
Parity: |
-0.44 |
Time value: |
0.24 |
Break-even: |
62.60 |
Moneyness: |
0.94 |
Premium: |
0.10 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.04 |
Spread %: |
20.00% |
Delta: |
-0.29 |
Theta: |
-0.01 |
Omega: |
-8.37 |
Rho: |
-0.10 |
Quote data
Open: |
0.200 |
High: |
0.200 |
Low: |
0.200 |
Previous Close: |
0.220 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-25.93% |
1 Month |
|
|
-56.52% |
3 Months |
|
|
-23.08% |
YTD |
|
|
-58.33% |
1 Year |
|
|
-76.47% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.270 |
0.200 |
1M High / 1M Low: |
0.550 |
0.200 |
6M High / 6M Low: |
0.550 |
0.200 |
High (YTD): |
24/07/2024 |
0.550 |
Low (YTD): |
14/08/2024 |
0.200 |
52W High: |
01/09/2023 |
0.970 |
52W Low: |
14/08/2024 |
0.200 |
Avg. price 1W: |
|
0.232 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.344 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.369 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.487 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
211.78% |
Volatility 6M: |
|
138.14% |
Volatility 1Y: |
|
111.06% |
Volatility 3Y: |
|
- |