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JP Morgan Call 80 CNC 21.06.2024/  DE000JL2AA66  /

EUWAX
2024-05-31  9:50:55 AM Chg.+0.005 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.013EUR +62.50% -
Bid Size: -		 -
Ask Size: -		 Centene Corp 80.00 - 2024-06-21 Call
 

Master data

WKN: JL2AA6
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Centene Corp
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 2024-06-21
Issue date: 2023-05-18
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 86.04
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.78
Historic volatility: 0.23
Parity: -1.63
Time value: 0.07
Break-even: 80.74
Moneyness: 0.80
Premium: 0.27
Premium p.a.: 61.13
Spread abs.: 0.06
Spread %: 428.57%
Delta: 0.13
Theta: -0.06
Omega: 11.46
Rho: 0.00
 

Quote data

Open: 0.013
High: 0.013
Low: 0.013
Previous Close: 0.008
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -89.17%
1 Month
  -87.00%
3 Months
  -97.40%
YTD
  -97.05%
1 Year
  -97.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.064 0.008
1M High / 1M Low: 0.200 0.008
6M High / 6M Low: 0.700 0.008
High (YTD): 2024-01-11 0.700
Low (YTD): 2024-05-30 0.008
52W High: 2024-01-11 0.700
52W Low: 2024-05-30 0.008
Avg. price 1W:   0.034
Avg. volume 1W:   0.000
Avg. price 1M:   0.118
Avg. volume 1M:   0.000
Avg. price 6M:   0.365
Avg. volume 6M:   0.000
Avg. price 1Y:   0.411
Avg. volume 1Y:   0.000
Volatility 1M:   632.34%
Volatility 6M:   307.38%
Volatility 1Y:   247.45%
Volatility 3Y:   -