JP Morgan Call 95 CF 16.08.2024
/ DE000JB7FTN4
JP Morgan Call 95 CF 16.08.2024/ DE000JB7FTN4 /
| 2024-06-03 11:58:36 AM |
Chg.- |
Bid10:34:47 AM |
Ask10:34:47 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.055EUR |
- |
0.054
Bid Size: 2,000 |
0.100
Ask Size: 2,000 |
CF Industries Holdin... |
95.00 USD |
2024-08-16 |
Call |
Master data
| WKN: |
JB7FTN |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CF Industries Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 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: |
73.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.26 |
| Parity: |
-1.33 |
| Time value: |
0.10 |
| Break-even: |
88.11 |
| Moneyness: |
0.85 |
| Premium: |
0.19 |
| Premium p.a.: |
1.42 |
| Spread abs.: |
0.05 |
| Spread %: |
89.66% |
| Delta: |
0.17 |
| Theta: |
-0.02 |
| Omega: |
12.80 |
| Rho: |
0.02 |
Quote data
| Open: |
0.055 |
| High: |
0.055 |
| Low: |
0.055 |
| Previous Close: |
0.035 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+52.78% |
| 1 Month |
|
|
+41.03% |
| 3 Months |
|
|
-78.85% |
| YTD |
|
|
-85.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.055 |
0.028 |
| 1M High / 1M Low: |
0.061 |
0.022 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-03 |
0.480 |
| Low (YTD): |
2024-05-14 |
0.022 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.039 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.036 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
458.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
