JP Morgan Put 75 CNC 20.12.2024
/ DE000JT5NN82
JP Morgan Put 75 CNC 20.12.2024/ DE000JT5NN82 /
| 2024-10-18 11:20:18 AM |
Chg.+0.430 |
Bid4:05:17 PM |
Ask4:05:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.130EUR |
+61.43% |
1.210
Bid Size: 100,000 |
1.220
Ask Size: 100,000 |
Centene Corp |
75.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
JT5NN8 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Centene Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
75.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-08-02 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
1.11 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.26 |
| Parity: |
1.11 |
| Time value: |
0.07 |
| Break-even: |
57.46 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
2.61% |
| Delta: |
-0.80 |
| Theta: |
-0.02 |
| Omega: |
-3.94 |
| Rho: |
-0.10 |
Quote data
| Open: |
1.130 |
| High: |
1.130 |
| Low: |
1.130 |
| Previous Close: |
0.700 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+98.25% |
| 1 Month |
|
|
+162.79% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.490 |
| 1M High / 1M Low: |
0.720 |
0.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.600 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.497 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
195.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
