JP Morgan Put 80 CF 17.05.2024
/ DE000JB17DW6
JP Morgan Put 80 CF 17.05.2024/ DE000JB17DW6 /
| 2024-05-14 9:52:43 AM |
Chg.-0.030 |
Bid9:59:52 PM |
Ask9:59:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
-4.92% |
0.520
Bid Size: 2,000 |
-
Ask Size: - |
CF Industries Holdin... |
80.00 USD |
2024-05-17 |
Put |
Master data
| WKN: |
JB17DW |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CF Industries Holdings Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2023-09-15 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.53 |
| Implied volatility: |
- |
| Historic volatility: |
0.26 |
| Parity: |
0.53 |
| Time value: |
-0.02 |
| Break-even: |
69.03 |
| Moneyness: |
1.08 |
| Premium: |
0.00 |
| Premium p.a.: |
-0.32 |
| Spread abs.: |
-0.08 |
| Spread %: |
-13.56% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.580 |
| High: |
0.580 |
| Low: |
0.580 |
| Previous Close: |
0.610 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.57% |
| 1 Month |
|
|
+114.81% |
| 3 Months |
|
|
-6.45% |
| YTD |
|
|
+1.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.520 |
| 1M High / 1M Low: |
0.680 |
0.210 |
| 6M High / 6M Low: |
0.890 |
0.150 |
| High (YTD): |
2024-01-19 |
0.780 |
| Low (YTD): |
2024-04-05 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.584 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.419 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.513 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
371.68% |
| Volatility 6M: |
|
278.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
