JP Morgan Put 80 CF 16.08.2024
/ DE000JB94Q23
JP Morgan Put 80 CF 16.08.2024/ DE000JB94Q23 /
| 2024-06-10 11:02:19 AM |
Chg.-0.020 |
Bid12:05:15 PM |
Ask12:05:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
-4.17% |
0.460
Bid Size: 5,000 |
0.490
Ask Size: 5,000 |
CF Industries Holdin... |
80.00 USD |
2024-08-16 |
Put |
Master data
| WKN: |
JB94Q2 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CF Industries Holdings Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2023-12-21 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.26 |
| Parity: |
0.20 |
| Time value: |
0.28 |
| Break-even: |
69.42 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.03 |
| Spread %: |
6.67% |
| Delta: |
-0.53 |
| Theta: |
-0.03 |
| Omega: |
-7.99 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.460 |
| Previous Close: |
0.480 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.32% |
| 1 Month |
|
|
-32.35% |
| 3 Months |
|
|
+6.98% |
| YTD |
|
|
-39.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.330 |
| 1M High / 1M Low: |
0.720 |
0.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-18 |
0.940 |
| Low (YTD): |
2024-06-05 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.408 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.507 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
275.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
