JP Morgan Put 70 CNC 20.12.2024
/ DE000JK80FT6
JP Morgan Put 70 CNC 20.12.2024/ DE000JK80FT6 /
2024-08-14 12:21:45 PM |
Chg.-0.030 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.270EUR |
-10.00% |
- Bid Size: - |
- Ask Size: - |
Centene Corp |
70.00 USD |
2024-12-20 |
Put |
Master data
WKN: |
JK80FT |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Centene Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
70.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-04-19 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-23.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.12 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.23 |
Parity: |
-0.58 |
Time value: |
0.30 |
Break-even: |
60.66 |
Moneyness: |
0.92 |
Premium: |
0.13 |
Premium p.a.: |
0.40 |
Spread abs.: |
0.03 |
Spread %: |
11.11% |
Delta: |
-0.28 |
Theta: |
-0.02 |
Omega: |
-6.59 |
Rho: |
-0.08 |
Quote data
Open: |
0.270 |
High: |
0.270 |
Low: |
0.270 |
Previous Close: |
0.300 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-27.03% |
1 Month |
|
|
-57.81% |
3 Months |
|
|
-22.86% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.370 |
0.270 |
1M High / 1M Low: |
0.760 |
0.270 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.316 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.466 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
188.77% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |