JP Morgan Call 115 CF 16.08.2024
/ DE000JB9VCW4
JP Morgan Call 115 CF 16.08.2024/ DE000JB9VCW4 /
| 2024-06-10 12:38:55 PM |
Chg.+0.001 |
Bid2024-06-10 |
Ask2024-06-10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.003EUR |
+50.00% |
0.003
Bid Size: 1,000 |
0.073
Ask Size: 1,000 |
CF Industries Holdin... |
115.00 USD |
2024-08-16 |
Call |
Master data
| WKN: |
JB9VCW |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CF Industries Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2023-12-27 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
83.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.26 |
| Parity: |
-3.45 |
| Time value: |
0.09 |
| Break-even: |
107.55 |
| Moneyness: |
0.68 |
| Premium: |
0.49 |
| Premium p.a.: |
7.75 |
| Spread abs.: |
0.08 |
| Spread %: |
3,000.00% |
| Delta: |
0.10 |
| Theta: |
-0.03 |
| Omega: |
8.58 |
| Rho: |
0.01 |
Quote data
| Open: |
0.003 |
| High: |
0.003 |
| Low: |
0.003 |
| Previous Close: |
0.002 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-57.14% |
| 1 Month |
|
|
-25.00% |
| 3 Months |
|
|
-94.92% |
| YTD |
|
|
-97.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.007 |
0.001 |
| 1M High / 1M Low: |
0.008 |
0.001 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-03 |
0.140 |
| Low (YTD): |
2024-06-06 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.004 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.005 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
649.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
