JP Morgan Put 75 CNC 20.06.2025
/ DE000JT6D216
JP Morgan Put 75 CNC 20.06.2025/ DE000JT6D216 /
15/10/2024 11:31:28 |
Chg.-0.030 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
0.750EUR |
-3.85% |
- Bid Size: - |
- Ask Size: - |
Centene Corp |
75.00 USD |
20/06/2025 |
Put |
Master data
WKN: |
JT6D21 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Centene Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
75.00 USD |
Maturity: |
20/06/2025 |
Issue date: |
02/08/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-8.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.54 |
Intrinsic value: |
0.19 |
Implied volatility: |
0.35 |
Historic volatility: |
0.24 |
Parity: |
0.19 |
Time value: |
0.61 |
Break-even: |
60.75 |
Moneyness: |
1.03 |
Premium: |
0.09 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.04 |
Spread %: |
5.26% |
Delta: |
-0.45 |
Theta: |
-0.01 |
Omega: |
-3.76 |
Rho: |
-0.26 |
Quote data
Open: |
0.750 |
High: |
0.750 |
Low: |
0.750 |
Previous Close: |
0.780 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.71% |
1 Month |
|
|
+11.94% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.840 |
0.750 |
1M High / 1M Low: |
0.840 |
0.620 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.800 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.723 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
70.53% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |