OverviewChartNewsTraderScreen

JP Morgan Call 100 CF 17.01.2025/  DE000JB5XU30  /

EUWAX
2024-06-07  9:06:54 AM Chg.0.000 Bid5:49:28 PM Ask5:49:28 PM Underlying Strike price Expiration date Option type
0.150EUR 0.00% 0.160
Bid Size: 50,000		 0.180
Ask Size: 50,000		 CF Industries Holdin... 100.00 USD 2025-01-17 Call
 

Master data

WKN: JB5XU3
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CF Industries Holdings Inc
Type: Warrant
Option type: Call
Strike price: 100.00 USD
Maturity: 2025-01-17
Issue date: 2023-11-07
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 30.86
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.26
Parity: -2.08
Time value: 0.23
Break-even: 94.11
Moneyness: 0.77
Premium: 0.33
Premium p.a.: 0.58
Spread abs.: 0.08
Spread %: 53.33%
Delta: 0.23
Theta: -0.01
Omega: 7.18
Rho: 0.09
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.150
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.76%
1 Month  
+7.14%
3 Months
  -59.46%
YTD
  -71.15%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.150
1M High / 1M Low: 0.220 0.120
6M High / 6M Low: 0.620 0.120
High (YTD): 2024-01-03 0.620
Low (YTD): 2024-05-09 0.120
52W High: - -
52W Low: - -
Avg. price 1W:   0.194
Avg. volume 1W:   0.000
Avg. price 1M:   0.168
Avg. volume 1M:   0.000
Avg. price 6M:   0.349
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   249.78%
Volatility 6M:   177.63%
Volatility 1Y:   -
Volatility 3Y:   -