JP Morgan Call 90 CF 16.08.2024
/ DE000JB7FTM6
JP Morgan Call 90 CF 16.08.2024/ DE000JB7FTM6 /
| 2024-06-10 12:25:00 PM |
Chg.-0.002 |
Bid6:20:54 PM |
Ask6:20:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.066EUR |
-2.94% |
0.067
Bid Size: 50,000 |
0.082
Ask Size: 50,000 |
CF Industries Holdin... |
90.00 USD |
2024-08-16 |
Call |
Master data
| WKN: |
JB7FTM |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CF Industries Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
70.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.26 |
| Parity: |
-1.13 |
| Time value: |
0.10 |
| Break-even: |
84.52 |
| Moneyness: |
0.87 |
| Premium: |
0.17 |
| Premium p.a.: |
1.35 |
| Spread abs.: |
0.04 |
| Spread %: |
54.93% |
| Delta: |
0.19 |
| Theta: |
-0.02 |
| Omega: |
13.40 |
| Rho: |
0.02 |
Quote data
| Open: |
0.066 |
| High: |
0.066 |
| Low: |
0.066 |
| Previous Close: |
0.068 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.00% |
| 1 Month |
|
|
+22.22% |
| 3 Months |
|
|
-85.96% |
| YTD |
|
|
-86.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.059 |
| 1M High / 1M Low: |
0.120 |
0.043 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-03 |
0.640 |
| Low (YTD): |
2024-05-09 |
0.041 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.093 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.077 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
444.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
