JP Morgan Put 85 CF 17.05.2024
/ DE000JB2CN60
JP Morgan Put 85 CF 17.05.2024/ DE000JB2CN60 /
| 2024-05-15 10:20:31 AM |
Chg.-0.06 |
Bid12:45:39 PM |
Ask12:45:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.99EUR |
-5.71% |
0.99
Bid Size: 1,000 |
-
Ask Size: - |
CF Industries Holdin... |
85.00 USD |
2024-05-17 |
Put |
Master data
| WKN: |
JB2CN6 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CF Industries Holdings Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
85.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2023-09-18 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.98 |
| Implied volatility: |
- |
| Historic volatility: |
0.26 |
| Parity: |
0.98 |
| Time value: |
-0.08 |
| Break-even: |
69.54 |
| Moneyness: |
1.14 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.87 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.99 |
| High: |
0.99 |
| Low: |
0.99 |
| Previous Close: |
1.05 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.02% |
| 1 Month |
|
|
+33.78% |
| 3 Months |
|
|
+23.75% |
| YTD |
|
|
+20.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.14 |
0.98 |
| 1M High / 1M Low: |
1.14 |
0.51 |
| 6M High / 6M Low: |
1.22 |
0.30 |
| High (YTD): |
2024-05-09 |
1.14 |
| Low (YTD): |
2024-03-21 |
0.30 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.80 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
235.63% |
| Volatility 6M: |
|
198.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
