OverviewChartNewsTraderScreen

JP Morgan Call 80 CF 21.06.2024/  DE000JL1MVG1  /

EUWAX
2024-06-03  1:38:36 PM Chg.+0.082 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.170EUR +93.18% -
Bid Size: -		 -
Ask Size: -		 CF Industries Holdin... 80.00 - 2024-06-21 Call
 

Master data

WKN: JL1MVG
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CF Industries Holdings Inc
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 2024-06-21
Issue date: 2023-04-12
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 34.98
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.68
Historic volatility: 0.26
Parity: -0.65
Time value: 0.21
Break-even: 82.10
Moneyness: 0.92
Premium: 0.12
Premium p.a.: 8.52
Spread abs.: 0.03
Spread %: 16.67%
Delta: 0.32
Theta: -0.11
Omega: 11.08
Rho: 0.01
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.088
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+54.55%
1 Month  
+70.00%
3 Months
  -66.00%
YTD
  -75.71%
1 Year
  -65.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.074
1M High / 1M Low: 0.220 0.047
6M High / 6M Low: 0.870 0.047
High (YTD): 2024-01-03 0.870
Low (YTD): 2024-05-13 0.047
52W High: 2023-09-25 1.400
52W Low: 2024-05-13 0.047
Avg. price 1W:   0.104
Avg. volume 1W:   0.000
Avg. price 1M:   0.100
Avg. volume 1M:   0.000
Avg. price 6M:   0.471
Avg. volume 6M:   0.000
Avg. price 1Y:   0.721
Avg. volume 1Y:   0.000
Volatility 1M:   585.12%
Volatility 6M:   301.32%
Volatility 1Y:   233.46%
Volatility 3Y:   -