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.+0.020 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.055EUR |
+57.14% |
- Bid Size: - |
- Ask Size: - |
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: |
72.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.26 |
Parity: |
-1.41 |
Time value: |
0.10 |
Break-even: |
88.55 |
Moneyness: |
0.84 |
Premium: |
0.21 |
Premium p.a.: |
1.51 |
Spread abs.: |
0.05 |
Spread %: |
92.98% |
Delta: |
0.17 |
Theta: |
-0.02 |
Omega: |
12.38 |
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 |
|
|
-65.63% |
YTD |
|
|
-85.14% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.042 |
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: |
|
0.035 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.035 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
429.11% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |