JP Morgan Put 65 CNC 18.10.2024
/ DE000JT42W85
JP Morgan Put 65 CNC 18.10.2024/ DE000JT42W85 /
| 7/16/2024 11:54:16 AM |
Chg.+0.030 |
Bid4:35:31 PM |
Ask4:35:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
+9.68% |
0.270
Bid Size: 125,000 |
0.280
Ask Size: 125,000 |
Centene Corp |
65.00 USD |
10/18/2024 |
Put |
Master data
| WKN: |
JT42W8 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Centene Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
65.00 USD |
| Maturity: |
10/18/2024 |
| Issue date: |
7/15/2024 |
| Last trading day: |
10/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-16.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.21 |
| Parity: |
-0.09 |
| Time value: |
0.37 |
| Break-even: |
55.94 |
| Moneyness: |
0.98 |
| Premium: |
0.08 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.03 |
| Spread %: |
8.82% |
| Delta: |
-0.41 |
| Theta: |
-0.02 |
| Omega: |
-6.72 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.340 |
| Previous Close: |
0.310 |
| 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: |
|
- |
