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JP Morgan Call 115 CF 17.01.2025/  DE000JB5XU63  /

EUWAX
2024-05-31  9:03:19 AM Chg.+0.007 Bid3:11:01 PM Ask3:11:01 PM Underlying Strike price Expiration date Option type
0.066EUR +11.86% 0.067
Bid Size: 3,000		 0.150
Ask Size: 3,000		 CF Industries Holdin... 115.00 USD 2025-01-17 Call
 

Master data

WKN: JB5XU6
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CF Industries Holdings Inc
Type: Warrant
Option type: Call
Strike price: 115.00 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: 45.28
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.26
Parity: -3.51
Time value: 0.16
Break-even: 107.74
Moneyness: 0.67
Premium: 0.52
Premium p.a.: 0.93
Spread abs.: 0.10
Spread %: 153.73%
Delta: 0.15
Theta: -0.01
Omega: 6.91
Rho: 0.06
 

Quote data

Open: 0.066
High: 0.066
Low: 0.066
Previous Close: 0.059
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.00%
1 Month
  -49.23%
3 Months
  -58.75%
YTD
  -75.56%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.075 0.059
1M High / 1M Low: 0.130 0.050
6M High / 6M Low: 0.330 0.050
High (YTD): 2024-01-03 0.330
Low (YTD): 2024-05-09 0.050
52W High: - -
52W Low: - -
Avg. price 1W:   0.068
Avg. volume 1W:   0.000
Avg. price 1M:   0.067
Avg. volume 1M:   0.000
Avg. price 6M:   0.166
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   254.34%
Volatility 6M:   195.71%
Volatility 1Y:   -
Volatility 3Y:   -