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JP Morgan Call 85 CF 21.06.2024/  DE000JL1MVE6  /

EUWAX
2024-05-29  8:58:36 AM Chg.+0.009 Bid9:02:50 AM Ask9:02:50 AM Underlying Strike price Expiration date Option type
0.033EUR +37.50% 0.033
Bid Size: 2,000		 0.073
Ask Size: 2,000		 CF Industries Holdin... 85.00 - 2024-06-21 Call
 

Master data

WKN: JL1MVE
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CF Industries Holdings Inc
Type: Warrant
Option type: Call
Strike price: 85.00 -
Maturity: 2024-06-21
Issue date: 2023-04-12
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 64.88
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.67
Historic volatility: 0.26
Parity: -1.36
Time value: 0.11
Break-even: 86.10
Moneyness: 0.84
Premium: 0.21
Premium p.a.: 16.37
Spread abs.: 0.08
Spread %: 323.08%
Delta: 0.18
Theta: -0.07
Omega: 11.62
Rho: 0.01
 

Quote data

Open: 0.033
High: 0.033
Low: 0.033
Previous Close: 0.024
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.26%
1 Month
  -81.67%
3 Months
  -89.35%
YTD
  -93.40%
1 Year
  -91.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.070 0.024
1M High / 1M Low: 0.190 0.016
6M High / 6M Low: 0.640 0.016
High (YTD): 2024-01-03 0.640
Low (YTD): 2024-05-13 0.016
52W High: 2023-10-10 1.230
52W Low: 2024-05-13 0.016
Avg. price 1W:   0.041
Avg. volume 1W:   0.000
Avg. price 1M:   0.049
Avg. volume 1M:   0.000
Avg. price 6M:   0.307
Avg. volume 6M:   0.000
Avg. price 1Y:   0.536
Avg. volume 1Y:   0.000
Volatility 1M:   705.54%
Volatility 6M:   349.90%
Volatility 1Y:   271.32%
Volatility 3Y:   -