JP Morgan Put 65 CF 17.01.2025
/ DE000JB5XTV4
JP Morgan Put 65 CF 17.01.2025/ DE000JB5XTV4 /
| 2024-05-31 9:03:09 AM |
Chg.-0.010 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
-3.85% |
-
Bid Size: - |
-
Ask Size: - |
CF Industries Holdin... |
65.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
JB5XTV |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CF Industries Holdings Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
65.00 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: |
-27.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.26 |
| Parity: |
-1.36 |
| Time value: |
0.27 |
| Break-even: |
57.22 |
| Moneyness: |
0.82 |
| Premium: |
0.22 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.07 |
| Spread %: |
35.00% |
| Delta: |
-0.19 |
| Theta: |
-0.01 |
| Omega: |
-5.07 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.250 |
| Previous Close: |
0.260 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.70% |
| 1 Month |
|
|
+8.70% |
| 3 Months |
|
|
-26.47% |
| YTD |
|
|
-44.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.230 |
| 1M High / 1M Low: |
0.350 |
0.210 |
| 6M High / 6M Low: |
0.610 |
0.200 |
| High (YTD): |
2024-01-18 |
0.560 |
| Low (YTD): |
2024-03-21 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.242 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.275 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.369 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.54% |
| Volatility 6M: |
|
115.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
