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JP Morgan Put 50 CF 17.01.2025/  DE000JB5XTS0  /

EUWAX
2024-06-07  9:06:47 AM Chg.-0.004 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.045EUR -8.16% -
Bid Size: -		 -
Ask Size: -		 CF Industries Holdin... 50.00 USD 2025-01-17 Put
 

Master data

WKN: JB5XTS
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CF Industries Holdings Inc
Type: Warrant
Option type: Put
Strike price: 50.00 USD
Maturity: 2025-01-17
Issue date: 2023-11-07
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -55.21
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.26
Parity: -2.51
Time value: 0.13
Break-even: 44.62
Moneyness: 0.65
Premium: 0.37
Premium p.a.: 0.67
Spread abs.: 0.09
Spread %: 204.35%
Delta: -0.09
Theta: -0.01
Omega: -4.72
Rho: -0.05
 

Quote data

Open: 0.045
High: 0.045
Low: 0.045
Previous Close: 0.049
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.05%
1 Month
  -38.36%
3 Months
  -45.78%
YTD
  -70.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.057 0.038
1M High / 1M Low: 0.082 0.038
6M High / 6M Low: 0.220 0.038
High (YTD): 2024-01-18 0.200
Low (YTD): 2024-06-05 0.038
52W High: - -
52W Low: - -
Avg. price 1W:   0.045
Avg. volume 1W:   0.000
Avg. price 1M:   0.060
Avg. volume 1M:   0.000
Avg. price 6M:   0.112
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   180.70%
Volatility 6M:   135.92%
Volatility 1Y:   -
Volatility 3Y:   -