JP Morgan Put 75 CNC 15.11.2024
/ DE000JK12Z79
JP Morgan Put 75 CNC 15.11.2024/ DE000JK12Z79 /
| 9/17/2024 12:35:27 PM |
Chg.-0.040 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
-11.43% |
-
Bid Size: - |
-
Ask Size: - |
Centene Corp |
75.00 USD |
11/15/2024 |
Put |
Master data
| WKN: |
JK12Z7 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Centene Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
75.00 USD |
| Maturity: |
11/15/2024 |
| Issue date: |
1/25/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-22.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.23 |
| Parity: |
-0.14 |
| Time value: |
0.31 |
| Break-even: |
64.33 |
| Moneyness: |
0.98 |
| Premium: |
0.06 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.02 |
| Spread %: |
6.25% |
| Delta: |
-0.40 |
| Theta: |
-0.03 |
| Omega: |
-9.00 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.310 |
| High: |
0.310 |
| Low: |
0.310 |
| Previous Close: |
0.350 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-46.55% |
| 1 Month |
|
|
+6.90% |
| 3 Months |
|
|
-62.65% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.350 |
| 1M High / 1M Low: |
0.580 |
0.240 |
| 6M High / 6M Low: |
1.050 |
0.240 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.458 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.353 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.627 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
356.69% |
| Volatility 6M: |
|
215.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
