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JP Morgan Call 70 CF 21.06.2024/  DE000JL21MJ5  /

EUWAX
2024-05-17  10:33:35 AM Chg.+0.190 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.730EUR +35.19% -
Bid Size: -		 -
Ask Size: -		 CF Industries Holdin... 70.00 - 2024-06-21 Call
 

Master data

WKN: JL21MJ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CF Industries Holdings Inc
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 2024-06-21
Issue date: 2023-04-27
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.12
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.11
Implied volatility: 0.82
Historic volatility: 0.26
Parity: 0.11
Time value: 0.67
Break-even: 77.80
Moneyness: 1.02
Premium: 0.09
Premium p.a.: 1.54
Spread abs.: 0.04
Spread %: 5.41%
Delta: 0.58
Theta: -0.10
Omega: 5.30
Rho: 0.03
 

Quote data

Open: 0.730
High: 0.730
Low: 0.730
Previous Close: 0.540
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+46.00%
1 Month
  -17.98%
3 Months
  -23.16%
YTD
  -41.60%
1 Year
  -19.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.450
1M High / 1M Low: 1.060 0.410
6M High / 6M Low: 1.600 0.410
High (YTD): 2024-03-21 1.600
Low (YTD): 2024-05-09 0.410
52W High: 2023-09-28 2.090
52W Low: 2024-05-09 0.410
Avg. price 1W:   0.492
Avg. volume 1W:   0.000
Avg. price 1M:   0.729
Avg. volume 1M:   0.000
Avg. price 6M:   1.070
Avg. volume 6M:   0.000
Avg. price 1Y:   1.279
Avg. volume 1Y:   0.000
Volatility 1M:   206.73%
Volatility 6M:   143.37%
Volatility 1Y:   127.32%
Volatility 3Y:   -