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JP Morgan Call 100 CF 21.06.2024/  DE000JL1MVJ5  /

EUWAX
2024-05-17  8:55:43 AM Chg.+0.004 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.008EUR +100.00% -
Bid Size: -		 -
Ask Size: -		 CF Industries Holdin... 100.00 - 2024-06-21 Call
 

Master data

WKN: JL1MVJ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CF Industries Holdings Inc
Type: Warrant
Option type: Call
Strike price: 100.00 -
Maturity: 2024-06-21
Issue date: 2023-04-12
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 91.21
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.79
Historic volatility: 0.26
Parity: -2.89
Time value: 0.08
Break-even: 100.78
Moneyness: 0.71
Premium: 0.42
Premium p.a.: 36.76
Spread abs.: 0.07
Spread %: 875.00%
Delta: 0.10
Theta: -0.05
Omega: 9.48
Rho: 0.01
 

Quote data

Open: 0.008
High: 0.008
Low: 0.008
Previous Close: 0.004
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -63.64%
3 Months
  -84.00%
YTD
  -95.00%
1 Year
  -96.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.008 0.004
1M High / 1M Low: 0.027 0.003
6M High / 6M Low: 0.220 0.003
High (YTD): 2024-01-03 0.220
Low (YTD): 2024-05-03 0.003
52W High: 2023-09-25 0.560
52W Low: 2024-05-03 0.003
Avg. price 1W:   0.005
Avg. volume 1W:   0.000
Avg. price 1M:   0.013
Avg. volume 1M:   0.000
Avg. price 6M:   0.079
Avg. volume 6M:   0.000
Avg. price 1Y:   0.223
Avg. volume 1Y:   0.000
Volatility 1M:   733.98%
Volatility 6M:   411.84%
Volatility 1Y:   316.18%
Volatility 3Y:   -