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JP Morgan Call 140 CF 17.01.2025/  DE000JB5ZZU8  /

EUWAX
2024-05-31  9:04:07 AM Chg.+0.003 Bid4:45:09 PM Ask4:45:09 PM Underlying Strike price Expiration date Option type
0.022EUR +15.79% 0.021
Bid Size: 20,000		 0.061
Ask Size: 20,000		 CF Industries Holdin... 140.00 USD 2025-01-17 Call
 

Master data

WKN: JB5ZZU
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CF Industries Holdings Inc
Type: Warrant
Option type: Call
Strike price: 140.00 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: 0.00
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.26
Parity: -5.82
Time value: 0.16
Break-even: 130.82
Moneyness: 0.55
Premium: 0.84
Premium p.a.: 1.62
Spread abs.: 0.14
Spread %: 672.73%
Delta: 0.12
Theta: -0.01
Omega: 5.66
Rho: 0.05
 

Quote data

Open: 0.022
High: 0.022
Low: 0.022
Previous Close: 0.019
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.33%
1 Month
  -47.62%
3 Months
  -52.17%
YTD
  -77.32%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.024 0.019
1M High / 1M Low: 0.042 0.015
6M High / 6M Low: 0.120 0.015
High (YTD): 2024-01-03 0.120
Low (YTD): 2024-05-16 0.015
52W High: - -
52W Low: - -
Avg. price 1W:   0.022
Avg. volume 1W:   0.000
Avg. price 1M:   0.022
Avg. volume 1M:   0.000
Avg. price 6M:   0.053
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   384.74%
Volatility 6M:   249.45%
Volatility 1Y:   -
Volatility 3Y:   -