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JP Morgan Call 75 CF 21.06.2024/  DE000JL1MVD8  /

EUWAX
2024-06-13  8:57:54 AM Chg.-0.120 Bid1:03:10 PM Ask1:03:10 PM Underlying Strike price Expiration date Option type
0.120EUR -50.00% 0.110
Bid Size: 7,500		 0.130
Ask Size: 7,500		 CF Industries Holdin... 75.00 - 2024-06-21 Call
 

Master data

WKN: JL1MVD
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CF Industries Holdings Inc
Type: Warrant
Option type: Call
Strike price: 75.00 -
Maturity: 2024-06-21
Issue date: 2023-04-12
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 43.46
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.87
Historic volatility: 0.26
Parity: -0.55
Time value: 0.16
Break-even: 76.60
Moneyness: 0.93
Premium: 0.10
Premium p.a.: 81.54
Spread abs.: 0.03
Spread %: 23.08%
Delta: 0.30
Theta: -0.20
Omega: 13.11
Rho: 0.00
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.240
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -55.56%
1 Month
  -29.41%
3 Months
  -89.57%
YTD
  -87.37%
1 Year
  -86.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.240
1M High / 1M Low: 0.560 0.170
6M High / 6M Low: 1.210 0.160
High (YTD): 2024-03-21 1.210
Low (YTD): 2024-05-09 0.160
52W High: 2023-09-25 1.700
52W Low: 2024-05-09 0.160
Avg. price 1W:   0.300
Avg. volume 1W:   0.000
Avg. price 1M:   0.349
Avg. volume 1M:   0.000
Avg. price 6M:   0.696
Avg. volume 6M:   0.000
Avg. price 1Y:   0.949
Avg. volume 1Y:   0.000
Volatility 1M:   461.52%
Volatility 6M:   253.75%
Volatility 1Y:   198.53%
Volatility 3Y:   -