JP Morgan Call 75 CNC 20.12.2024
/ DE000JK80FU4
JP Morgan Call 75 CNC 20.12.2024/ DE000JK80FU4 /
| 2024-05-16 12:40:02 PM |
Chg.- |
Bid11:00:45 AM |
Ask11:00:45 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.980EUR |
- |
0.920
Bid Size: 5,000 |
0.960
Ask Size: 5,000 |
Centene Corp |
75.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
JK80FU |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Centene Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-19 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.22 |
| Parity: |
0.20 |
| Time value: |
0.76 |
| Break-even: |
78.61 |
| Moneyness: |
1.03 |
| Premium: |
0.11 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.04 |
| Spread %: |
4.35% |
| Delta: |
0.63 |
| Theta: |
-0.02 |
| Omega: |
4.63 |
| Rho: |
0.21 |
Quote data
| Open: |
0.980 |
| High: |
0.980 |
| Low: |
0.980 |
| Previous Close: |
0.910 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.00% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.000 |
0.910 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.956 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
