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JP Morgan Call 95 CF 21.06.2024/  DE000JL1MVH9  /

EUWAX
2024-06-03  8:58:05 AM Chg.+0.004 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.008EUR +100.00% -
Bid Size: -		 -
Ask Size: -		 CF Industries Holdin... 95.00 - 2024-06-21 Call
 

Master data

WKN: JL1MVH
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CF Industries Holdings Inc
Type: Warrant
Option type: Call
Strike price: 95.00 -
Maturity: 2024-06-21
Issue date: 2023-04-12
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 94.19
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.90
Historic volatility: 0.26
Parity: -2.15
Time value: 0.08
Break-even: 95.78
Moneyness: 0.77
Premium: 0.30
Premium p.a.: 0.00
Spread abs.: 0.07
Spread %: 875.00%
Delta: 0.12
Theta: -0.08
Omega: 11.13
Rho: 0.00
 

Quote data

Open: 0.008
High: 0.008
Low: 0.008
Previous Close: 0.004
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+300.00%
1 Month  
+33.33%
3 Months
  -91.75%
YTD
  -96.67%
1 Year
  -96.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.004 0.002
1M High / 1M Low: 0.015 0.002
6M High / 6M Low: 0.320 0.002
High (YTD): 2024-01-03 0.320
Low (YTD): 2024-05-30 0.002
52W High: 2023-09-25 0.720
52W Low: 2024-05-30 0.002
Avg. price 1W:   0.003
Avg. volume 1W:   0.000
Avg. price 1M:   0.007
Avg. volume 1M:   0.000
Avg. price 6M:   0.112
Avg. volume 6M:   0.000
Avg. price 1Y:   0.291
Avg. volume 1Y:   0.000
Volatility 1M:   855.35%
Volatility 6M:   449.16%
Volatility 1Y:   339.70%
Volatility 3Y:   -