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: |
|
- |