JP Morgan Call 120 CF 17.01.2025
/ DE000JB5XU71
JP Morgan Call 120 CF 17.01.2025/ DE000JB5XU71 /
| 5/28/2024 8:57:01 AM |
Chg.0.000 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.050EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
CF Industries Holdin... |
120.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
JB5XU7 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CF Industries Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
11/7/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
28.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.26 |
| Parity: |
-3.91 |
| Time value: |
0.25 |
| Break-even: |
112.98 |
| Moneyness: |
0.65 |
| Premium: |
0.58 |
| Premium p.a.: |
1.05 |
| Spread abs.: |
0.20 |
| Spread %: |
390.20% |
| Delta: |
0.19 |
| Theta: |
-0.02 |
| Omega: |
5.52 |
| Rho: |
0.07 |
Quote data
| Open: |
0.050 |
| High: |
0.050 |
| Low: |
0.050 |
| Previous Close: |
0.050 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.28% |
| 1 Month |
|
|
-45.05% |
| 3 Months |
|
|
-58.33% |
| YTD |
|
|
-77.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.067 |
0.050 |
| 1M High / 1M Low: |
0.098 |
0.039 |
| 6M High / 6M Low: |
0.270 |
0.039 |
| High (YTD): |
1/3/2024 |
0.270 |
| Low (YTD): |
5/13/2024 |
0.039 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.056 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.053 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.131 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
263.31% |
| Volatility 6M: |
|
202.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
