JP Morgan Call 105 CF 21.06.2024
/ DE000JL1MVK3
JP Morgan Call 105 CF 21.06.2024/ DE000JL1MVK3 /
2024-06-04 9:00:14 AM |
Chg.-0.001 |
Bid10:00:46 PM |
Ask10:00:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.002EUR |
-33.33% |
- Bid Size: - |
- Ask Size: - |
CF Industries Holdin... |
105.00 - |
2024-06-21 |
Call |
Master data
WKN: |
JL1MVK |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
CF Industries Holdings Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
105.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-04-12 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
79.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.20 |
Historic volatility: |
0.26 |
Parity: |
-3.12 |
Time value: |
0.09 |
Break-even: |
105.93 |
Moneyness: |
0.70 |
Premium: |
0.43 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.09 |
Spread %: |
3,000.00% |
Delta: |
0.11 |
Theta: |
-0.11 |
Omega: |
8.84 |
Rho: |
0.00 |
Quote data
Open: |
0.002 |
High: |
0.002 |
Low: |
0.002 |
Previous Close: |
0.003 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+100.00% |
1 Month |
|
|
0.00% |
3 Months |
|
|
-93.10% |
YTD |
|
|
-98.18% |
1 Year |
|
|
-98.67% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.003 |
0.001 |
1M High / 1M Low: |
0.013 |
0.001 |
6M High / 6M Low: |
0.150 |
0.001 |
High (YTD): |
2024-01-03 |
0.150 |
Low (YTD): |
2024-05-30 |
0.001 |
52W High: |
2023-09-25 |
0.440 |
52W Low: |
2024-05-30 |
0.001 |
Avg. price 1W: |
|
0.002 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.004 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.041 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.160 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
1,121.61% |
Volatility 6M: |
|
599.22% |
Volatility 1Y: |
|
443.45% |
Volatility 3Y: |
|
- |