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JP Morgan Put 70 CF 21.06.2024/  DE000JL1MVB2  /

EUWAX
2024-06-07  9:02:23 AM Chg.-0.005 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.011EUR -31.25% -
Bid Size: -		 -
Ask Size: -		 CF Industries Holdin... 70.00 - 2024-06-21 Put
 

Master data

WKN: JL1MVB
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CF Industries Holdings Inc
Type: Warrant
Option type: Put
Strike price: 70.00 -
Maturity: 2024-06-21
Issue date: 2023-04-12
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -106.00
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.26
Parity: -0.21
Time value: 0.07
Break-even: 69.32
Moneyness: 0.97
Premium: 0.04
Premium p.a.: 1.87
Spread abs.: 0.06
Spread %: 750.00%
Delta: -0.28
Theta: -0.05
Omega: -29.25
Rho: -0.01
 

Quote data

Open: 0.011
High: 0.011
Low: 0.011
Previous Close: 0.016
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -47.62%
1 Month
  -86.42%
3 Months
  -88.30%
YTD
  -96.07%
1 Year
  -98.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.016 0.007
1M High / 1M Low: 0.120 0.007
6M High / 6M Low: 0.450 0.007
High (YTD): 2024-01-18 0.380
Low (YTD): 2024-06-05 0.007
52W High: 2023-06-08 1.060
52W Low: 2024-06-05 0.007
Avg. price 1W:   0.010
Avg. volume 1W:   0.000
Avg. price 1M:   0.037
Avg. volume 1M:   0.000
Avg. price 6M:   0.166
Avg. volume 6M:   0.000
Avg. price 1Y:   0.362
Avg. volume 1Y:   0.000
Volatility 1M:   738.50%
Volatility 6M:   394.41%
Volatility 1Y:   291.22%
Volatility 3Y:   -