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JP Morgan Put 75 CF 17.05.2024/  DE000JB17DV8  /

EUWAX
2024-05-15  10:00:13 AM Chg.-0.043 Bid2:32:40 PM Ask2:32:40 PM Underlying Strike price Expiration date Option type
0.097EUR -30.71% 0.076
Bid Size: 5,000		 0.110
Ask Size: 5,000		 CF Industries Holdin... 75.00 USD 2024-05-17 Put
 

Master data

WKN: JB17DV
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CF Industries Holdings Inc
Type: Warrant
Option type: Put
Strike price: 75.00 USD
Maturity: 2024-05-17
Issue date: 2023-09-15
Last trading day: 2024-05-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -52.91
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.06
Implied volatility: 0.49
Historic volatility: 0.26
Parity: 0.06
Time value: 0.07
Break-even: 68.06
Moneyness: 1.01
Premium: 0.01
Premium p.a.: 5.81
Spread abs.: 0.03
Spread %: 32.65%
Delta: -0.58
Theta: -0.24
Omega: -30.77
Rho: 0.00
 

Quote data

Open: 0.097
High: 0.097
Low: 0.097
Previous Close: 0.140
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.38%
1 Month
  -48.95%
3 Months
  -67.67%
YTD
  -73.78%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.130
1M High / 1M Low: 0.240 0.057
6M High / 6M Low: 0.620 0.057
High (YTD): 2024-01-19 0.510
Low (YTD): 2024-04-30 0.057
52W High: - -
52W Low: - -
Avg. price 1W:   0.162
Avg. volume 1W:   0.000
Avg. price 1M:   0.142
Avg. volume 1M:   0.000
Avg. price 6M:   0.299
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   610.37%
Volatility 6M:   356.76%
Volatility 1Y:   -
Volatility 3Y:   -