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JP Morgan Call 80 CF 17.05.2024/  DE000JB17DX4  /

EUWAX
2024-05-15  10:00:16 AM Chg.0.000 Bid7:19:44 PM Ask7:19:44 PM Underlying Strike price Expiration date Option type
0.004EUR 0.00% 0.007
Bid Size: 20,000		 0.027
Ask Size: 20,000		 CF Industries Holdin... 80.00 USD 2024-05-17 Call
 

Master data

WKN: JB17DX
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CF Industries Holdings Inc
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 2024-05-17
Issue date: 2023-09-15
Last trading day: 2024-05-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 90.50
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.21
Historic volatility: 0.26
Parity: -0.52
Time value: 0.08
Break-even: 74.74
Moneyness: 0.93
Premium: 0.09
Premium p.a.: 0.00
Spread abs.: 0.07
Spread %: 1,166.67%
Delta: 0.22
Theta: -0.46
Omega: 20.16
Rho: 0.00
 

Quote data

Open: 0.004
High: 0.004
Low: 0.004
Previous Close: 0.004
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -60.00%
1 Month
  -98.40%
3 Months
  -99.09%
YTD
  -99.37%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.010 0.004
1M High / 1M Low: 0.260 0.004
6M High / 6M Low: 0.790 0.004
High (YTD): 2024-03-21 0.780
Low (YTD): 2024-05-14 0.004
52W High: - -
52W Low: - -
Avg. price 1W:   0.006
Avg. volume 1W:   0.000
Avg. price 1M:   0.137
Avg. volume 1M:   0.000
Avg. price 6M:   0.448
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   529.26%
Volatility 6M:   292.35%
Volatility 1Y:   -
Volatility 3Y:   -