JP Morgan Call 75 CF 17.05.2024
/ DE000JB7RTK5
JP Morgan Call 75 CF 17.05.2024/ DE000JB7RTK5 /
| 2024-05-15 11:35:09 AM |
Chg.+0.007 |
Bid6:37:40 PM |
Ask6:37:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.039EUR |
+21.88% |
0.024
Bid Size: 75,000 |
0.034
Ask Size: 75,000 |
CF Industries Holdin... |
75.00 USD |
2024-05-17 |
Call |
Master data
| WKN: |
JB7RTK |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CF Industries Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2023-11-27 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
92.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.26 |
| Parity: |
-0.06 |
| Time value: |
0.07 |
| Break-even: |
70.10 |
| Moneyness: |
0.99 |
| Premium: |
0.02 |
| Premium p.a.: |
30.56 |
| Spread abs.: |
0.03 |
| Spread %: |
68.18% |
| Delta: |
0.42 |
| Theta: |
-0.25 |
| Omega: |
38.88 |
| Rho: |
0.00 |
Quote data
| Open: |
0.039 |
| High: |
0.039 |
| Low: |
0.039 |
| Previous Close: |
0.032 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-60.61% |
| 1 Month |
|
|
-92.20% |
| 3 Months |
|
|
-94.35% |
| YTD |
|
|
-95.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.099 |
0.030 |
| 1M High / 1M Low: |
0.590 |
0.030 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-20 |
1.150 |
| Low (YTD): |
2024-05-13 |
0.030 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.050 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.329 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
544.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
