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JP Morgan Put 70 CF 21.06.2024/  DE000JL1MVB2  /

EUWAX
2024-05-17  8:55:43 AM Chg.-0.022 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.031EUR -41.51% -
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: -100.21
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.26
Parity: -0.11
Time value: 0.07
Break-even: 69.29
Moneyness: 0.98
Premium: 0.03
Premium p.a.: 0.31
Spread abs.: 0.04
Spread %: 129.03%
Delta: -0.32
Theta: -0.01
Omega: -32.47
Rho: -0.02
 

Quote data

Open: 0.031
High: 0.031
Low: 0.031
Previous Close: 0.053
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -60.76%
1 Month
  -76.15%
3 Months
  -87.08%
YTD
  -88.93%
1 Year
  -97.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.086 0.053
1M High / 1M Low: 0.130 0.048
6M High / 6M Low: 0.470 0.048
High (YTD): 2024-01-18 0.380
Low (YTD): 2024-04-30 0.048
52W High: 2023-05-31 1.370
52W Low: 2024-04-30 0.048
Avg. price 1W:   0.073
Avg. volume 1W:   0.000
Avg. price 1M:   0.087
Avg. volume 1M:   0.000
Avg. price 6M:   0.213
Avg. volume 6M:   0.000
Avg. price 1Y:   0.436
Avg. volume 1Y:   0.000
Volatility 1M:   406.35%
Volatility 6M:   279.50%
Volatility 1Y:   213.45%
Volatility 3Y:   -