JP Morgan Call 80 CF 16.08.2024
/ DE000JB7FTK0
JP Morgan Call 80 CF 16.08.2024/ DE000JB7FTK0 /
| 2024-06-03 11:58:36 AM |
Chg.- |
Bid10:24:53 AM |
Ask10:24:53 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
- |
0.430
Bid Size: 3,000 |
0.460
Ask Size: 3,000 |
CF Industries Holdin... |
80.00 USD |
2024-08-16 |
Call |
Master data
| WKN: |
JB7FTK |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CF Industries Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.26 |
| Parity: |
0.05 |
| Time value: |
0.38 |
| Break-even: |
77.65 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.03 |
| Spread %: |
6.82% |
| Delta: |
0.57 |
| Theta: |
-0.03 |
| Omega: |
9.75 |
| Rho: |
0.08 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.400 |
| Previous Close: |
0.290 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.03% |
| 1 Month |
|
|
+53.85% |
| 3 Months |
|
|
-50.62% |
| YTD |
|
|
-54.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.260 |
| 1M High / 1M Low: |
0.430 |
0.170 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-03 |
1.070 |
| Low (YTD): |
2024-05-09 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.320 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.277 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
320.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
