JP Morgan Call 82 CF 21.06.2024
/ DE000JK69TZ7
JP Morgan Call 82 CF 21.06.2024/ DE000JK69TZ7 /
| 5/20/2024 1:30:11 PM |
Chg.-0.028 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.055EUR |
-33.73% |
-
Bid Size: - |
-
Ask Size: - |
CF Industries Holdin... |
82.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
JK69TZ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CF Industries Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
82.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
3/28/2024 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
72.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.26 |
| Parity: |
-0.53 |
| Time value: |
0.10 |
| Break-even: |
76.39 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
1.66 |
| Spread abs.: |
0.04 |
| Spread %: |
70.18% |
| Delta: |
0.25 |
| Theta: |
-0.04 |
| Omega: |
18.13 |
| Rho: |
0.01 |
Quote data
| Open: |
0.055 |
| High: |
0.055 |
| Low: |
0.055 |
| Previous Close: |
0.083 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+89.66% |
| 1 Month |
|
|
-81.03% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.083 |
0.029 |
| 1M High / 1M Low: |
0.300 |
0.029 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.044 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.131 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
561.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
