JP Morgan Put 65 CNC 20.06.2025
/ DE000JK2LLC2
JP Morgan Put 65 CNC 20.06.2025/ DE000JK2LLC2 /
| 18/10/2024 10:51:13 |
Chg.+0.220 |
Bid17:10:08 |
Ask17:10:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
+44.90% |
0.780
Bid Size: 125,000 |
0.790
Ask Size: 125,000 |
Centene Corp |
65.00 USD |
20/06/2025 |
Put |
Master data
| WKN: |
JK2LLC |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Centene Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
65.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
29/02/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.26 |
| Parity: |
0.18 |
| Time value: |
0.59 |
| Break-even: |
52.32 |
| Moneyness: |
1.03 |
| Premium: |
0.10 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.04 |
| Spread %: |
5.48% |
| Delta: |
-0.45 |
| Theta: |
-0.01 |
| Omega: |
-3.39 |
| Rho: |
-0.23 |
Quote data
| Open: |
0.710 |
| High: |
0.710 |
| Low: |
0.710 |
| Previous Close: |
0.490 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+73.17% |
| 1 Month |
|
|
+108.82% |
| 3 Months |
|
|
+18.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.370 |
| 1M High / 1M Low: |
0.500 |
0.310 |
| 6M High / 6M Low: |
0.710 |
0.280 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.432 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.378 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.466 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.35% |
| Volatility 6M: |
|
128.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
