JP Morgan Put 85 CF 21.06.2024
/ DE000JL9QNJ6
JP Morgan Put 85 CF 21.06.2024/ DE000JL9QNJ6 /
| 2024-05-20 11:24:40 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
CF Industries Holdin... |
85.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
JL9QNJ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CF Industries Holdings Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
85.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-11 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.36 |
| Intrinsic value: |
1.36 |
| Implied volatility: |
- |
| Historic volatility: |
0.26 |
| Parity: |
1.36 |
| Time value: |
-0.51 |
| Break-even: |
76.50 |
| Moneyness: |
1.19 |
| Premium: |
-0.07 |
| Premium p.a.: |
-0.68 |
| Spread abs.: |
0.03 |
| Spread %: |
3.66% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.820 |
| High: |
0.820 |
| Low: |
0.820 |
| Previous Close: |
0.730 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+30.16% |
| 3 Months |
|
|
+9.33% |
| YTD |
|
|
-5.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.150 |
0.580 |
| 6M High / 6M Low: |
1.270 |
0.400 |
| High (YTD): |
2024-05-09 |
1.150 |
| Low (YTD): |
2024-03-20 |
0.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.921 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.837 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
248.29% |
| Volatility 6M: |
|
172.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
