JP Morgan Put 70 CNC 20.06.2025
/ DE000JK2LLD0
JP Morgan Put 70 CNC 20.06.2025/ DE000JK2LLD0 /
14/08/2024 10:37:04 |
Chg.-0.020 |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
0.510EUR |
-3.77% |
- Bid Size: - |
- Ask Size: - |
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: |
-12.18 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.24 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.23 |
Parity: |
-0.58 |
Time value: |
0.57 |
Break-even: |
57.96 |
Moneyness: |
0.92 |
Premium: |
0.17 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.06 |
Spread %: |
11.76% |
Delta: |
-0.30 |
Theta: |
-0.01 |
Omega: |
-3.71 |
Rho: |
-0.23 |
Quote data
Open: |
0.510 |
High: |
0.510 |
Low: |
0.510 |
Previous Close: |
0.530 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.93% |
1 Month |
|
|
-39.29% |
3 Months |
|
|
-7.27% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.610 |
0.530 |
1M High / 1M Low: |
0.960 |
0.510 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.562 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.701 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
145.09% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |