JP Morgan Call 90 CF 17.05.2024
/ DE000JB17DZ9
JP Morgan Call 90 CF 17.05.2024/ DE000JB17DZ9 /
2024-05-14 9:52:45 AM |
Chg.+0.001 |
Bid9:55:04 PM |
Ask9:55:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.006EUR |
+20.00% |
0.006 Bid Size: 2,000 |
0.086 Ask Size: 2,000 |
CF Industries Holdin... |
90.00 USD |
2024-05-17 |
Call |
Master data
WKN: |
JB17DZ |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
CF Industries Holdings Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 USD |
Maturity: |
2024-05-17 |
Issue date: |
2023-09-15 |
Last trading day: |
2024-05-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
96.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.79 |
Historic volatility: |
0.26 |
Parity: |
-1.46 |
Time value: |
0.07 |
Break-even: |
84.11 |
Moneyness: |
0.83 |
Premium: |
0.22 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.06 |
Spread %: |
1,000.00% |
Delta: |
0.14 |
Theta: |
-0.41 |
Omega: |
13.06 |
Rho: |
0.00 |
Quote data
Open: |
0.006 |
High: |
0.006 |
Low: |
0.006 |
Previous Close: |
0.005 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+50.00% |
1 Month |
|
|
-91.04% |
3 Months |
|
|
-95.00% |
YTD |
|
|
-97.93% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.006 |
0.002 |
1M High / 1M Low: |
0.044 |
0.002 |
6M High / 6M Low: |
0.400 |
0.002 |
High (YTD): |
2024-01-03 |
0.340 |
Low (YTD): |
2024-05-09 |
0.002 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.004 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.020 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.163 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
850.37% |
Volatility 6M: |
|
435.37% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |