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JP Morgan Put 80 CF 21.06.2024/  DE000JL0F527  /

EUWAX
2024-05-31  9:49:14 AM Chg.-0.030 Bid12:36:06 PM Ask12:36:06 PM Underlying Strike price Expiration date Option type
0.350EUR -7.89% 0.350
Bid Size: 5,000		 0.370
Ask Size: 5,000		 CF Industries Holdin... 80.00 - 2024-06-21 Put
 

Master data

WKN: JL0F52
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CF Industries Holdings Inc
Type: Warrant
Option type: Put
Strike price: 80.00 -
Maturity: 2024-06-21
Issue date: 2023-04-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -19.21
Leverage: Yes

Calculated values

Fair value: 0.89
Intrinsic value: 0.89
Implied volatility: -
Historic volatility: 0.26
Parity: 0.89
Time value: -0.52
Break-even: 76.30
Moneyness: 1.13
Premium: -0.07
Premium p.a.: -0.74
Spread abs.: 0.03
Spread %: 8.82%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.380
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.00%
1 Month  
+20.69%
3 Months
  -27.08%
YTD
  -43.55%
1 Year
  -82.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.260
1M High / 1M Low: 0.710 0.200
6M High / 6M Low: 0.930 0.200
High (YTD): 2024-01-18 0.840
Low (YTD): 2024-05-23 0.200
52W High: 2023-06-01 2.040
52W Low: 2024-05-23 0.200
Avg. price 1W:   0.310
Avg. volume 1W:   0.000
Avg. price 1M:   0.444
Avg. volume 1M:   0.000
Avg. price 6M:   0.533
Avg. volume 6M:   0.000
Avg. price 1Y:   0.765
Avg. volume 1Y:   0.000
Volatility 1M:   394.40%
Volatility 6M:   241.45%
Volatility 1Y:   185.84%
Volatility 3Y:   -