JP Morgan Call 100 CF 16.08.2024
/ DE000JB7FTP9
JP Morgan Call 100 CF 16.08.2024/ DE000JB7FTP9 /
| 2024-05-28 10:30:24 AM |
Chg.- |
Bid9:12:40 AM |
Ask9:12:40 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.018EUR |
- |
0.022
Bid Size: 2,000 |
0.082
Ask Size: 2,000 |
CF Industries Holdin... |
100.00 USD |
2024-08-16 |
Call |
Master data
| WKN: |
JB7FTP |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CF Industries Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
64.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.26 |
| Parity: |
-2.07 |
| Time value: |
0.11 |
| Break-even: |
93.17 |
| Moneyness: |
0.78 |
| Premium: |
0.31 |
| Premium p.a.: |
2.38 |
| Spread abs.: |
0.09 |
| Spread %: |
531.58% |
| Delta: |
0.15 |
| Theta: |
-0.02 |
| Omega: |
9.78 |
| Rho: |
0.02 |
Quote data
| Open: |
0.018 |
| High: |
0.018 |
| Low: |
0.018 |
| Previous Close: |
0.018 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.77% |
| 1 Month |
|
|
-74.29% |
| 3 Months |
|
|
-82.00% |
| YTD |
|
|
-93.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.032 |
0.018 |
| 1M High / 1M Low: |
0.074 |
0.012 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-03 |
0.360 |
| Low (YTD): |
2024-05-14 |
0.012 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.024 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.025 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
466.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
