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JP Morgan Call 80 CF 17.01.2025/  DE000JB5XTZ5  /

EUWAX
2024-06-07  9:06:49 AM Chg.+0.020 Bid8:11:13 PM Ask8:11:13 PM Underlying Strike price Expiration date Option type
0.630EUR +3.28% 0.640
Bid Size: 75,000		 0.660
Ask Size: 75,000		 CF Industries Holdin... 80.00 USD 2025-01-17 Call
 

Master data

WKN: JB5XTZ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CF Industries Holdings Inc
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 2025-01-17
Issue date: 2023-11-07
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.29
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.26
Parity: -0.25
Time value: 0.69
Break-even: 80.35
Moneyness: 0.97
Premium: 0.13
Premium p.a.: 0.22
Spread abs.: 0.06
Spread %: 9.52%
Delta: 0.53
Theta: -0.02
Omega: 5.48
Rho: 0.19
 

Quote data

Open: 0.630
High: 0.630
Low: 0.630
Previous Close: 0.610
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.08%
1 Month  
+16.67%
3 Months
  -39.42%
YTD
  -45.69%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.820 0.610
1M High / 1M Low: 0.820 0.480
6M High / 6M Low: 1.340 0.480
High (YTD): 2024-01-03 1.340
Low (YTD): 2024-05-09 0.480
52W High: - -
52W Low: - -
Avg. price 1W:   0.736
Avg. volume 1W:   0.000
Avg. price 1M:   0.646
Avg. volume 1M:   0.000
Avg. price 6M:   0.950
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   188.90%
Volatility 6M:   131.31%
Volatility 1Y:   -
Volatility 3Y:   -