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JP Morgan Call 110 CF 21.06.2024/  DE000JL1MVL1  /

EUWAX
2024-05-17  8:55:46 AM Chg.+0.001 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.004EUR +33.33% -
Bid Size: -		 -
Ask Size: -		 CF Industries Holdin... 110.00 - 2024-06-21 Call
 

Master data

WKN: JL1MVL
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CF Industries Holdings Inc
Type: Warrant
Option type: Call
Strike price: 110.00 -
Maturity: 2024-06-21
Issue date: 2023-04-12
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 83.70
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.96
Historic volatility: 0.26
Parity: -3.89
Time value: 0.09
Break-even: 110.85
Moneyness: 0.65
Premium: 0.56
Premium p.a.: 0.00
Spread abs.: 0.08
Spread %: 1,600.00%
Delta: 0.10
Theta: -0.05
Omega: 8.05
Rho: 0.01
 

Quote data

Open: 0.004
High: 0.004
Low: 0.004
Previous Close: 0.003
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -33.33%
3 Months
  -76.47%
YTD
  -94.37%
1 Year
  -96.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.006 0.003
1M High / 1M Low: 0.012 0.001
6M High / 6M Low: 0.098 0.001
High (YTD): 2024-01-03 0.098
Low (YTD): 2024-05-03 0.001
52W High: 2023-09-25 0.340
52W Low: 2024-05-03 0.001
Avg. price 1W:   0.004
Avg. volume 1W:   0.000
Avg. price 1M:   0.005
Avg. volume 1M:   0.000
Avg. price 6M:   0.030
Avg. volume 6M:   0.000
Avg. price 1Y:   0.126
Avg. volume 1Y:   0.000
Volatility 1M:   1,328.68%
Volatility 6M:   620.67%
Volatility 1Y:   457.20%
Volatility 3Y:   -