JP Morgan Put 76 CNC/ DE000JT8AKP7 /
2024-10-16 10:57:46 AM | Chg.- | Bid10:00:30 PM | Ask10:00:30 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.690EUR | - | - Bid Size: - |
- Ask Size: - |
Centene Corp | 76.00 - | 2024-10-18 | Put |
Master data
WKN: | JT8AKP |
---|---|
Issuer: | J.P. Morgan Securities Ltd. |
Currency: | EUR |
Underlying: | Centene Corp |
Type: | Warrant |
Option type: | Put |
Strike price: | 76.00 - |
Maturity: | 2024-10-18 |
Issue date: | 2024-08-22 |
Last trading day: | 2024-10-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -10.19 |
Leverage: | Yes |
Calculated values
Fair value: | 0.62 |
---|---|
Intrinsic value: | 0.62 |
Implied volatility: | 1.12 |
Historic volatility: | 0.24 |
Parity: | 0.62 |
Time value: | 0.01 |
Break-even: | 63.73 |
Moneyness: | 1.10 |
Premium: | 0.00 |
Premium p.a.: | 0.69 |
Spread abs.: | 0.00 |
Spread %: | 0.00% |
Delta: | -0.94 |
Theta: | -0.22 |
Omega: | -9.56 |
Rho: | 0.00 |
Quote data
Open: | 0.690 |
---|---|
High: | 0.690 |
Low: | 0.690 |
Previous Close: | 0.290 |
Turnover: | 0.000 |
Market phase: | SU |
All quotes in EUR
Performance
1 Week | +68.29% | ||
---|---|---|---|
1 Month | +176.00% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.690 | 0.290 |
---|---|---|
1M High / 1M Low: | 0.690 | 0.190 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.432 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.321 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 538.46% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |