JP Morgan Put 75 CF 16.08.2024
/ DE000JB7FTJ2
JP Morgan Put 75 CF 16.08.2024/ DE000JB7FTJ2 /
2024-05-28 10:30:24 AM |
Chg.0.000 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.260EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
CF Industries Holdin... |
75.00 USD |
2024-08-16 |
Put |
Master data
WKN: |
JB7FTJ |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
CF Industries Holdings Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
75.00 USD |
Maturity: |
2024-08-16 |
Issue date: |
2023-12-18 |
Last trading day: |
2024-08-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-23.02 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.21 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.26 |
Parity: |
-0.23 |
Time value: |
0.31 |
Break-even: |
65.95 |
Moneyness: |
0.97 |
Premium: |
0.08 |
Premium p.a.: |
0.40 |
Spread abs.: |
0.06 |
Spread %: |
24.00% |
Delta: |
-0.37 |
Theta: |
-0.02 |
Omega: |
-8.44 |
Rho: |
-0.06 |
Quote data
Open: |
0.260 |
High: |
0.260 |
Low: |
0.260 |
Previous Close: |
0.260 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.33% |
1 Month |
|
|
-10.34% |
3 Months |
|
|
-33.33% |
YTD |
|
|
-53.57% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.260 |
0.200 |
1M High / 1M Low: |
0.470 |
0.200 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-01-19 |
0.680 |
Low (YTD): |
2024-05-23 |
0.200 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.240 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.334 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
247.36% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |