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JP Morgan Call 85 CF 17.01.2025/  DE000JB5XU06  /

EUWAX
2024-06-07  9:06:51 AM Chg.+0.010 Bid6:01:28 PM Ask6:01:28 PM Underlying Strike price Expiration date Option type
0.450EUR +2.27% 0.460
Bid Size: 75,000		 0.480
Ask Size: 75,000		 CF Industries Holdin... 85.00 USD 2025-01-17 Call
 

Master data

WKN: JB5XU0
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CF Industries Holdings Inc
Type: Warrant
Option type: Call
Strike price: 85.00 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: 15.16
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.26
Parity: -0.71
Time value: 0.47
Break-even: 82.72
Moneyness: 0.91
Premium: 0.17
Premium p.a.: 0.28
Spread abs.: 0.06
Spread %: 13.33%
Delta: 0.43
Theta: -0.02
Omega: 6.49
Rho: 0.16
 

Quote data

Open: 0.450
High: 0.450
Low: 0.450
Previous Close: 0.440
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.26%
1 Month  
+18.42%
3 Months
  -45.12%
YTD
  -53.13%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.440
1M High / 1M Low: 0.600 0.330
6M High / 6M Low: 1.120 0.330
High (YTD): 2024-01-03 1.120
Low (YTD): 2024-05-09 0.330
52W High: - -
52W Low: - -
Avg. price 1W:   0.536
Avg. volume 1W:   0.000
Avg. price 1M:   0.467
Avg. volume 1M:   0.000
Avg. price 6M:   0.749
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   217.01%
Volatility 6M:   147.58%
Volatility 1Y:   -
Volatility 3Y:   -