JP Morgan Put 70 CNC 20.09.2024
/ DE000JK1YGU9
JP Morgan Put 70 CNC 20.09.2024/ DE000JK1YGU9 /
| 8/16/2024 12:19:35 PM |
Chg.-0.015 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.041EUR |
-26.79% |
-
Bid Size: - |
-
Ask Size: - |
Centene Corp |
70.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
JK1YGU |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Centene Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/25/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-99.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.23 |
| Parity: |
-0.78 |
| Time value: |
0.07 |
| Break-even: |
63.08 |
| Moneyness: |
0.89 |
| Premium: |
0.12 |
| Premium p.a.: |
2.21 |
| Spread abs.: |
0.03 |
| Spread %: |
71.43% |
| Delta: |
-0.15 |
| Theta: |
-0.03 |
| Omega: |
-15.00 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.041 |
| High: |
0.041 |
| Low: |
0.041 |
| Previous Close: |
0.056 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-62.73% |
| 1 Month |
|
|
-89.49% |
| 3 Months |
|
|
-77.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.056 |
| 1M High / 1M Low: |
0.600 |
0.056 |
| 6M High / 6M Low: |
0.600 |
0.056 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.084 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.251 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.340 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
365.08% |
| Volatility 6M: |
|
244.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
