JP Morgan Put 70 CNC 15.11.2024
/ DE000JK12Z87
JP Morgan Put 70 CNC 15.11.2024/ DE000JK12Z87 /
| 18/10/2024 12:24:13 |
Chg.+0.060 |
Bid15:46:37 |
Ask15:46:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
+9.09% |
0.760
Bid Size: 100,000 |
0.770
Ask Size: 100,000 |
Centene Corp |
70.00 USD |
15/11/2024 |
Put |
Master data
| WKN: |
JK12Z8 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Centene Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 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: |
-8.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.65 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.26 |
| Parity: |
0.65 |
| Time value: |
0.06 |
| Break-even: |
57.62 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
2.70% |
| Delta: |
-0.80 |
| Theta: |
-0.03 |
| Omega: |
-6.62 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.720 |
| Previous Close: |
0.660 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+148.28% |
| 1 Month |
|
|
+260.00% |
| 3 Months |
|
|
+24.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.240 |
| 1M High / 1M Low: |
0.660 |
0.160 |
| 6M High / 6M Low: |
0.720 |
0.130 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.362 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.252 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.379 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
344.30% |
| Volatility 6M: |
|
278.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
