JP Morgan Put 78 CF 17.05.2024
/ DE000JK2QXP8
JP Morgan Put 78 CF 17.05.2024/ DE000JK2QXP8 /
| 2024-05-14 9:11:46 AM |
Chg.-0.030 |
Bid9:58:25 PM |
Ask9:58:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
-6.98% |
0.340
Bid Size: 3,000 |
0.400
Ask Size: 3,000 |
CF Industries Holdin... |
78.00 USD |
2024-05-17 |
Put |
Master data
| WKN: |
JK2QXP |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CF Industries Holdings Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
78.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-16.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.85 |
| Historic volatility: |
0.26 |
| Parity: |
0.35 |
| Time value: |
0.08 |
| Break-even: |
67.98 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
3.33 |
| Spread abs.: |
0.03 |
| Spread %: |
7.50% |
| Delta: |
-0.73 |
| Theta: |
-0.29 |
| Omega: |
-11.61 |
| Rho: |
0.00 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.400 |
| Previous Close: |
0.430 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.65% |
| 1 Month |
|
|
+29.03% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.340 |
| 1M High / 1M Low: |
0.500 |
0.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.408 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.298 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
501.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
