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JP Morgan Put 60 CF 17.01.2025/  DE000JB5XTU6  /

EUWAX
2024-06-07  9:06:47 AM Chg.-0.010 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.140EUR -6.67% -
Bid Size: -		 -
Ask Size: -		 CF Industries Holdin... 60.00 USD 2025-01-17 Put
 

Master data

WKN: JB5XTU
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CF Industries Holdings Inc
Type: Warrant
Option type: Put
Strike price: 60.00 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: -33.80
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.26
Parity: -1.59
Time value: 0.21
Break-even: 52.99
Moneyness: 0.78
Premium: 0.25
Premium p.a.: 0.44
Spread abs.: 0.07
Spread %: 50.00%
Delta: -0.15
Theta: -0.01
Omega: -5.17
Rho: -0.08
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.150
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.50%
1 Month
  -30.00%
3 Months
  -17.65%
YTD
  -57.58%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.110
1M High / 1M Low: 0.220 0.110
6M High / 6M Low: 0.440 0.110
High (YTD): 2024-01-18 0.410
Low (YTD): 2024-06-05 0.110
52W High: - -
52W Low: - -
Avg. price 1W:   0.128
Avg. volume 1W:   0.000
Avg. price 1M:   0.163
Avg. volume 1M:   0.000
Avg. price 6M:   0.248
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   200.10%
Volatility 6M:   136.11%
Volatility 1Y:   -
Volatility 3Y:   -