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JP Morgan Call 95 CF 21.06.2024/  DE000JL1MVH9  /

EUWAX
2024-06-05  9:01:17 AM Chg.-0.001 Bid10:30:14 AM Ask10:30:14 AM Underlying Strike price Expiration date Option type
0.005EUR -16.67% 0.005
Bid Size: 1,000		 0.085
Ask Size: 1,000		 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: 98.65
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.92
Historic volatility: 0.26
Parity: -2.10
Time value: 0.08
Break-even: 95.75
Moneyness: 0.78
Premium: 0.29
Premium p.a.: 0.00
Spread abs.: 0.07
Spread %: 1,400.00%
Delta: 0.12
Theta: -0.09
Omega: 11.49
Rho: 0.00
 

Quote data

Open: 0.005
High: 0.005
Low: 0.005
Previous Close: 0.006
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.00%
1 Month
  -16.67%
3 Months
  -95.00%
YTD
  -97.92%
1 Year
  -98.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.008 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:   0.005
Avg. volume 1W:   0.000
Avg. price 1M:   0.007
Avg. volume 1M:   0.000
Avg. price 6M:   0.110
Avg. volume 6M:   0.000
Avg. price 1Y:   0.288
Avg. volume 1Y:   0.000
Volatility 1M:   889.50%
Volatility 6M:   469.40%
Volatility 1Y:   353.00%
Volatility 3Y:   -