JP Morgan Put 74 CF 07.06.2024
/ DE000JK81429
JP Morgan Put 74 CF 07.06.2024/ DE000JK81429 /
| 2024-05-28 10:34:20 AM |
Chg.- |
Bid9:27:57 AM |
Ask9:27:57 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.062EUR |
- |
0.051
Bid Size: 2,000 |
0.091
Ask Size: 2,000 |
CF Industries Holdin... |
74.00 USD |
2024-06-07 |
Put |
Master data
| WKN: |
JK8142 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CF Industries Holdings Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
74.00 USD |
| Maturity: |
2024-06-07 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2024-06-06 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-59.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.26 |
| Parity: |
-0.32 |
| Time value: |
0.12 |
| Break-even: |
66.93 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
8.00 |
| Spread abs.: |
0.06 |
| Spread %: |
106.35% |
| Delta: |
-0.28 |
| Theta: |
-0.11 |
| Omega: |
-16.96 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.062 |
| High: |
0.062 |
| Low: |
0.062 |
| Previous Close: |
0.073 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.46% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.081 |
0.052 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.069 |
| 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: |
|
- |
