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JP Morgan Call 120 CF 17.01.2025/  DE000JB5XU71  /

EUWAX
2024-05-31  9:03:22 AM Chg.+0.006 Bid12:36:06 PM Ask12:36:06 PM Underlying Strike price Expiration date Option type
0.051EUR +13.33% 0.050
Bid Size: 3,000		 0.130
Ask Size: 3,000		 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: 47.38
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.26
Parity: -3.97
Time value: 0.15
Break-even: 112.29
Moneyness: 0.64
Premium: 0.58
Premium p.a.: 1.06
Spread abs.: 0.10
Spread %: 194.12%
Delta: 0.14
Theta: -0.01
Omega: 6.68
Rho: 0.05
 

Quote data

Open: 0.051
High: 0.051
Low: 0.051
Previous Close: 0.045
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.93%
1 Month
  -47.96%
3 Months
  -57.50%
YTD
  -76.82%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.056 0.045
1M High / 1M Low: 0.098 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:   0.051
Avg. volume 1W:   0.000
Avg. price 1M:   0.051
Avg. volume 1M:   0.000
Avg. price 6M:   0.130
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   264.17%
Volatility 6M:   203.27%
Volatility 1Y:   -
Volatility 3Y:   -