JP Morgan Put 75 CNC 21.03.2025
/ DE000JT5SQX6
JP Morgan Put 75 CNC 21.03.2025/ DE000JT5SQX6 /
2024-10-18 11:20:37 AM |
Chg.+0.390 |
Bid4:09:03 PM |
Ask4:09:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.220EUR |
+46.99% |
1.290 Bid Size: 100,000 |
1.300 Ask Size: 100,000 |
Centene Corp |
75.00 USD |
2025-03-21 |
Put |
Master data
WKN: |
JT5SQX |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Centene Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
75.00 USD |
Maturity: |
2025-03-21 |
Issue date: |
2024-08-02 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-4.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.11 |
Intrinsic value: |
1.11 |
Implied volatility: |
0.38 |
Historic volatility: |
0.26 |
Parity: |
1.11 |
Time value: |
0.15 |
Break-even: |
56.66 |
Moneyness: |
1.19 |
Premium: |
0.03 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.03 |
Spread %: |
2.44% |
Delta: |
-0.70 |
Theta: |
-0.01 |
Omega: |
-3.23 |
Rho: |
-0.22 |
Quote data
Open: |
1.220 |
High: |
1.220 |
Low: |
1.220 |
Previous Close: |
0.830 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+71.83% |
1 Month |
|
|
+117.86% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.840 |
0.640 |
1M High / 1M Low: |
0.840 |
0.500 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.736 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.636 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
132.50% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |