JP Morgan Put 70 CNC 20.06.2025
/ DE000JK2LLD0
JP Morgan Put 70 CNC 20.06.2025/ DE000JK2LLD0 /
| 17/09/2024 10:41:41 |
Chg.-0.030 |
Bid17:08:34 |
Ask17:08:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
-6.12% |
0.470
Bid Size: 100,000 |
0.490
Ask Size: 100,000 |
Centene Corp |
70.00 USD |
20/06/2025 |
Put |
Master data
| WKN: |
JK2LLD |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Centene Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 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: |
-14.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.23 |
| Parity: |
-0.59 |
| Time value: |
0.47 |
| Break-even: |
58.22 |
| Moneyness: |
0.91 |
| Premium: |
0.15 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.04 |
| Spread %: |
10.64% |
| Delta: |
-0.30 |
| Theta: |
-0.01 |
| Omega: |
-4.38 |
| Rho: |
-0.19 |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.460 |
| Previous Close: |
0.490 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.23% |
| 1 Month |
|
|
+4.55% |
| 3 Months |
|
|
-42.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.490 |
| 1M High / 1M Low: |
0.650 |
0.400 |
| 6M High / 6M Low: |
0.960 |
0.400 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.570 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.486 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.664 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.40% |
| Volatility 6M: |
|
114.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
