JP Morgan Put 72 CNC/ DE000JT86Y23 /
| 16/10/2024 11:08:55 | Chg.- | Bid22:00:30 | Ask22:00:30 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.320EUR | - | - Bid Size: - |
- Ask Size: - |
Centene Corp | 72.00 - | 18/10/2024 | Put |
Master data
| WKN: | JT86Y2 |
|---|---|
| Issuer: | J.P. Morgan Securities Ltd. |
| Currency: | EUR |
| Underlying: | Centene Corp |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 72.00 - |
| Maturity: | 18/10/2024 |
| Issue date: | 13/09/2024 |
| Last trading day: | 17/10/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -19.94 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.25 |
|---|---|
| Intrinsic value: | 0.25 |
| Implied volatility: | 1.23 |
| Historic volatility: | 0.24 |
| Parity: | 0.25 |
| Time value: | 0.07 |
| Break-even: | 63.11 |
| Moneyness: | 1.04 |
| Premium: | 0.01 |
| Premium p.a.: | 56.88 |
| Spread abs.: | 0.00 |
| Spread %: | 0.00% |
| Delta: | -0.71 |
| Theta: | -0.70 |
| Omega: | -14.19 |
| Rho: | 0.00 |
Quote data
| Open: | 0.320 |
|---|---|
| High: | 0.320 |
| Low: | 0.320 |
| Previous Close: | 0.063 |
| Turnover: | 0.000 |
| Market phase: | SU |
All quotes in EUR
Performance
| 1 Week | +88.24% | ||
|---|---|---|---|
| 1 Month | +166.67% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.320 | 0.063 |
|---|---|---|
| 1M High / 1M Low: | 0.320 | 0.063 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.161 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.128 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 1,488.65% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
