JP Morgan Call 95 CNC 15.11.2024
/ DE000JK12ZD1
JP Morgan Call 95 CNC 15.11.2024/ DE000JK12ZD1 /
| 10/06/2024 12:42:22 |
Chg.-0.007 |
Bid15:37:46 |
Ask15:37:46 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.059EUR |
-10.61% |
0.061
Bid Size: 50,000 |
0.076
Ask Size: 50,000 |
Centene Corp |
95.00 USD |
15/11/2024 |
Call |
Master data
| WKN: |
JK12ZD |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Centene Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
15/11/2024 |
| Issue date: |
25/01/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
53.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.23 |
| Parity: |
-2.34 |
| Time value: |
0.12 |
| Break-even: |
89.34 |
| Moneyness: |
0.73 |
| Premium: |
0.38 |
| Premium p.a.: |
1.10 |
| Spread abs.: |
0.06 |
| Spread %: |
113.11% |
| Delta: |
0.16 |
| Theta: |
-0.01 |
| Omega: |
8.35 |
| Rho: |
0.04 |
Quote data
| Open: |
0.059 |
| High: |
0.059 |
| Low: |
0.059 |
| Previous Close: |
0.066 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.16% |
| 1 Month |
|
|
-68.95% |
| 3 Months |
|
|
-81.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.081 |
0.058 |
| 1M High / 1M Low: |
0.190 |
0.033 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.067 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.120 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
411.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
