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JP Morgan Call 95 CF 17.05.2024/  DE000JB1J0U1  /

EUWAX
2024-05-15  10:00:22 AM Chg.-0.003 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.003EUR -50.00% -
Bid Size: -		 -
Ask Size: -		 CF Industries Holdin... 95.00 USD 2024-05-17 Call
 

Master data

WKN: JB1J0U
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CF Industries Holdings Inc
Type: Warrant
Option type: Call
Strike price: 95.00 USD
Maturity: 2024-05-17
Issue date: 2023-09-15
Last trading day: 2024-05-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 78.29
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 2.75
Historic volatility: 0.26
Parity: -1.91
Time value: 0.09
Break-even: 88.73
Moneyness: 0.78
Premium: 0.29
Premium p.a.: 0.00
Spread abs.: 0.08
Spread %: 1,800.00%
Delta: 0.14
Theta: -0.76
Omega: 10.60
Rho: 0.00
 

Quote data

Open: 0.003
High: 0.003
Low: 0.003
Previous Close: 0.006
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -83.33%
3 Months
  -96.20%
YTD
  -98.42%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.007 0.002
1M High / 1M Low: 0.018 0.002
6M High / 6M Low: 0.280 0.002
High (YTD): 2024-01-03 0.220
Low (YTD): 2024-05-09 0.002
52W High: - -
52W Low: - -
Avg. price 1W:   0.005
Avg. volume 1W:   0.000
Avg. price 1M:   0.009
Avg. volume 1M:   0.000
Avg. price 6M:   0.092
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   956.84%
Volatility 6M:   503.69%
Volatility 1Y:   -
Volatility 3Y:   -