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JP Morgan Put 70 CF 21.06.2024/  DE000JL1MVB2  /

EUWAX
2024-05-28  8:55:04 AM Chg.-0.002 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.019EUR -9.52% -
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: -72.08
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.26
Parity: -0.14
Time value: 0.10
Break-even: 69.01
Moneyness: 0.98
Premium: 0.03
Premium p.a.: 0.64
Spread abs.: 0.08
Spread %: 421.05%
Delta: -0.34
Theta: -0.03
Omega: -24.79
Rho: -0.02
 

Quote data

Open: 0.019
High: 0.019
Low: 0.019
Previous Close: 0.021
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.56%
1 Month
  -68.85%
3 Months
  -87.33%
YTD
  -93.21%
1 Year
  -98.49%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.022 0.013
1M High / 1M Low: 0.120 0.013
6M High / 6M Low: 0.470 0.013
High (YTD): 2024-01-18 0.380
Low (YTD): 2024-05-23 0.013
52W High: 2023-05-31 1.370
52W Low: 2024-05-23 0.013
Avg. price 1W:   0.019
Avg. volume 1W:   0.000
Avg. price 1M:   0.059
Avg. volume 1M:   0.000
Avg. price 6M:   0.190
Avg. volume 6M:   0.000
Avg. price 1Y:   0.400
Avg. volume 1Y:   0.000
Volatility 1M:   518.36%
Volatility 6M:   309.78%
Volatility 1Y:   232.87%
Volatility 3Y:   -