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JP Morgan Call 75 CF 21.06.2024/  DE000JL1MVD8  /

EUWAX
2024-05-20  8:54:03 AM Chg.-0.070 Bid1:07:43 PM Ask1:07:43 PM Underlying Strike price Expiration date Option type
0.290EUR -19.44% 0.280
Bid Size: 7,500		 0.300
Ask Size: 7,500		 CF Industries Holdin... 75.00 - 2024-06-21 Call
 

Master data

WKN: JL1MVD
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CF Industries Holdings Inc
Type: Warrant
Option type: Call
Strike price: 75.00 -
Maturity: 2024-06-21
Issue date: 2023-04-12
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 21.91
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.61
Historic volatility: 0.26
Parity: -0.49
Time value: 0.32
Break-even: 78.20
Moneyness: 0.93
Premium: 0.12
Premium p.a.: 2.48
Spread abs.: 0.03
Spread %: 10.34%
Delta: 0.40
Theta: -0.08
Omega: 8.65
Rho: 0.02
 

Quote data

Open: 0.290
High: 0.290
Low: 0.290
Previous Close: 0.360
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+70.59%
1 Month
  -53.97%
3 Months
  -57.35%
YTD
  -69.47%
1 Year
  -62.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.170
1M High / 1M Low: 0.690 0.160
6M High / 6M Low: 1.210 0.160
High (YTD): 2024-03-21 1.210
Low (YTD): 2024-05-09 0.160
52W High: 2023-09-25 1.700
52W Low: 2024-05-09 0.160
Avg. price 1W:   0.226
Avg. volume 1W:   0.000
Avg. price 1M:   0.378
Avg. volume 1M:   0.000
Avg. price 6M:   0.753
Avg. volume 6M:   0.000
Avg. price 1Y:   0.973
Avg. volume 1Y:   0.000
Volatility 1M:   371.76%
Volatility 6M:   199.63%
Volatility 1Y:   167.35%
Volatility 3Y:   -