JP Morgan Put 70 CNC 19.09.2025
/ DE000JV1DD45
JP Morgan Put 70 CNC 19.09.2025/ DE000JV1DD45 /
| 2024-10-18 10:48:36 AM |
Chg.+0.270 |
Bid7:00:14 PM |
Ask7:00:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.050EUR |
+34.62% |
1.120
Bid Size: 125,000 |
1.140
Ask Size: 125,000 |
Centene Corp |
70.00 USD |
2025-09-19 |
Put |
Master data
| WKN: |
JV1DD4 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Centene Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 USD |
| Maturity: |
2025-09-19 |
| Issue date: |
2024-10-01 |
| Last trading day: |
2025-09-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.65 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.26 |
| Parity: |
0.65 |
| Time value: |
0.46 |
| Break-even: |
53.54 |
| Moneyness: |
1.11 |
| Premium: |
0.08 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.05 |
| Spread %: |
4.72% |
| Delta: |
-0.51 |
| Theta: |
-0.01 |
| Omega: |
-2.69 |
| Rho: |
-0.38 |
Quote data
| Open: |
1.050 |
| High: |
1.050 |
| Low: |
1.050 |
| Previous Close: |
0.780 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+54.41% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.630 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.710 |
| Avg. volume 1W: |
|
0.000 |
| 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: |
|
- |
