JP Morgan Put 75 CNC 18.10.2024
/ DE000JT6T8J2
JP Morgan Put 75 CNC 18.10.2024/ DE000JT6T8J2 /
17/09/2024 11:21:58 |
Chg.-0.040 |
Bid20:47:52 |
Ask20:47:52 |
Underlying |
Strike price |
Expiration date |
Option type |
0.170EUR |
-19.05% |
0.210 Bid Size: 100,000 |
0.220 Ask Size: 100,000 |
Centene Corp |
75.00 USD |
18/10/2024 |
Put |
Master data
WKN: |
JT6T8J |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Centene Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
75.00 USD |
Maturity: |
18/10/2024 |
Issue date: |
02/08/2024 |
Last trading day: |
17/10/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-36.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.11 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.23 |
Parity: |
-0.14 |
Time value: |
0.19 |
Break-even: |
65.49 |
Moneyness: |
0.98 |
Premium: |
0.05 |
Premium p.a.: |
0.74 |
Spread abs.: |
0.02 |
Spread %: |
11.76% |
Delta: |
-0.39 |
Theta: |
-0.04 |
Omega: |
-13.94 |
Rho: |
-0.02 |
Quote data
Open: |
0.170 |
High: |
0.170 |
Low: |
0.170 |
Previous Close: |
0.210 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-64.58% |
1 Month |
|
|
-5.56% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.480 |
0.210 |
1M High / 1M Low: |
0.480 |
0.120 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.338 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.240 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
689.86% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |