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JP Morgan Call 110 CF 17.01.2025/  DE000JB5XU55  /

EUWAX
2024-06-07  9:06:59 AM Chg.+0.004 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.079EUR +5.33% -
Bid Size: -		 -
Ask Size: -		 CF Industries Holdin... 110.00 USD 2025-01-17 Call
 

Master data

WKN: JB5XU5
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CF Industries Holdings Inc
Type: Warrant
Option type: Call
Strike price: 110.00 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: 41.75
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.26
Parity: -3.00
Time value: 0.17
Break-even: 102.69
Moneyness: 0.70
Premium: 0.45
Premium p.a.: 0.83
Spread abs.: 0.09
Spread %: 117.95%
Delta: 0.17
Theta: -0.01
Omega: 7.11
Rho: 0.06
 

Quote data

Open: 0.079
High: 0.079
Low: 0.079
Previous Close: 0.075
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.24%
1 Month  
+9.72%
3 Months
  -62.38%
YTD
  -76.76%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.075
1M High / 1M Low: 0.120 0.064
6M High / 6M Low: 0.410 0.064
High (YTD): 2024-01-03 0.410
Low (YTD): 2024-05-09 0.064
52W High: - -
52W Low: - -
Avg. price 1W:   0.099
Avg. volume 1W:   0.000
Avg. price 1M:   0.088
Avg. volume 1M:   0.000
Avg. price 6M:   0.207
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   248.66%
Volatility 6M:   196.71%
Volatility 1Y:   -
Volatility 3Y:   -