JP Morgan Call 75 CF 17.01.2025
/ DE000JB6QWR8
JP Morgan Call 75 CF 17.01.2025/ DE000JB6QWR8 /
| 2024-05-31 11:19:59 AM |
Chg.+0.020 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
+2.35% |
-
Bid Size: - |
-
Ask Size: - |
CF Industries Holdin... |
75.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
JB6QWR |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CF Industries Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-11-09 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.26 |
| Parity: |
0.44 |
| Time value: |
0.57 |
| Break-even: |
79.18 |
| Moneyness: |
1.06 |
| Premium: |
0.08 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.06 |
| Spread %: |
5.83% |
| Delta: |
0.68 |
| Theta: |
-0.02 |
| Omega: |
5.00 |
| Rho: |
0.25 |
Quote data
| Open: |
0.870 |
| High: |
0.870 |
| Low: |
0.870 |
| Previous Close: |
0.850 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.38% |
| 1 Month |
|
|
-25.64% |
| 3 Months |
|
|
-28.69% |
| YTD |
|
|
-37.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.850 |
| 1M High / 1M Low: |
1.050 |
0.660 |
| 6M High / 6M Low: |
1.620 |
0.660 |
| High (YTD): |
2024-03-20 |
1.620 |
| Low (YTD): |
2024-05-09 |
0.660 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.896 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.839 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.193 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
159.66% |
| Volatility 6M: |
|
113.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
