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JP Morgan Call 120 CF 17.01.2025/  DE000JB5XU71  /

EUWAX
2024-06-07  9:07:02 AM Chg.+0.003 Bid9:42:21 PM Ask9:42:21 PM Underlying Strike price Expiration date Option type
0.045EUR +7.14% 0.048
Bid Size: 25,000		 0.078
Ask Size: 25,000		 CF Industries Holdin... 120.00 USD 2025-01-17 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: 2025-01-17
Issue date: 2023-11-07
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 51.53
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.26
Parity: -3.92
Time value: 0.14
Break-even: 111.55
Moneyness: 0.64
Premium: 0.57
Premium p.a.: 1.09
Spread abs.: 0.10
Spread %: 233.33%
Delta: 0.13
Theta: -0.01
Omega: 6.92
Rho: 0.05
 

Quote data

Open: 0.045
High: 0.045
Low: 0.045
Previous Close: 0.042
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.76%
1 Month  
+7.14%
3 Months
  -62.50%
YTD
  -79.55%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.067 0.042
1M High / 1M Low: 0.067 0.039
6M High / 6M Low: 0.270 0.039
High (YTD): 2024-01-03 0.270
Low (YTD): 2024-05-13 0.039
52W High: - -
52W Low: - -
Avg. price 1W:   0.056
Avg. volume 1W:   0.000
Avg. price 1M:   0.050
Avg. volume 1M:   0.000
Avg. price 6M:   0.125
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   265.75%
Volatility 6M:   208.71%
Volatility 1Y:   -
Volatility 3Y:   -