JP Morgan Put 72 CF 31.05.2024
/ DE000JK71A92
JP Morgan Put 72 CF 31.05.2024/ DE000JK71A92 /
2024-05-28 8:36:51 AM |
Chg.-0.007 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.009EUR |
-43.75% |
- Bid Size: - |
- Ask Size: - |
CF Industries Holdin... |
72.00 USD |
2024-05-31 |
Put |
Master data
WKN: |
JK71A9 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
CF Industries Holdings Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
72.00 USD |
Maturity: |
2024-05-31 |
Issue date: |
2024-05-07 |
Last trading day: |
2024-05-30 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-48.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.38 |
Historic volatility: |
0.26 |
Parity: |
-0.51 |
Time value: |
0.15 |
Break-even: |
64.82 |
Moneyness: |
0.93 |
Premium: |
0.09 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.14 |
Spread %: |
1,354.55% |
Delta: |
-0.26 |
Theta: |
-0.48 |
Omega: |
-12.43 |
Rho: |
0.00 |
Quote data
Open: |
0.009 |
High: |
0.009 |
Low: |
0.009 |
Previous Close: |
0.016 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-62.50% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.024 |
0.009 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.018 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |