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JP Morgan Call 80 CF 17.01.2025/  DE000JB5XTZ5  /

EUWAX
2024-05-31  9:03:11 AM Chg.+0.030 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.650EUR +4.84% -
Bid Size: -		 -
Ask Size: -		 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: 9.49
Leverage: Yes

Calculated values

Fair value: 0.68
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.26
Parity: -0.02
Time value: 0.77
Break-even: 81.49
Moneyness: 1.00
Premium: 0.11
Premium p.a.: 0.18
Spread abs.: 0.06
Spread %: 7.69%
Delta: 0.58
Theta: -0.02
Omega: 5.52
Rho: 0.22
 

Quote data

Open: 0.650
High: 0.650
Low: 0.650
Previous Close: 0.620
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.45%
1 Month
  -30.11%
3 Months
  -35.00%
YTD
  -43.97%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.710 0.620
1M High / 1M Low: 0.800 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:   0.664
Avg. volume 1W:   0.000
Avg. price 1M:   0.619
Avg. volume 1M:   0.000
Avg. price 6M:   0.956
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   175.99%
Volatility 6M:   126.36%
Volatility 1Y:   -
Volatility 3Y:   -