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JP Morgan Call 75 CF 21.06.2024/  DE000JL1MVD8  /

EUWAX
12/06/2024  09:01:25 Chg.-0.140 Bid22:00:43 Ask22:00:43 Underlying Strike price Expiration date Option type
0.240EUR -36.84% -
Bid Size: -		 -
Ask Size: -		 CF Industries Holdin... 75.00 - 21/06/2024 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: 21/06/2024
Issue date: 12/04/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 26.49
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.91
Historic volatility: 0.26
Parity: -0.35
Time value: 0.27
Break-even: 77.70
Moneyness: 0.95
Premium: 0.09
Premium p.a.: 27.85
Spread abs.: 0.03
Spread %: 12.50%
Delta: 0.40
Theta: -0.22
Omega: 10.60
Rho: 0.01
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.380
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -57.14%
1 Month  
+20.00%
3 Months
  -78.95%
YTD
  -74.74%
1 Year
  -71.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.560 0.270
1M High / 1M Low: 0.560 0.170
6M High / 6M Low: 1.210 0.160
High (YTD): 21/03/2024 1.210
Low (YTD): 09/05/2024 0.160
52W High: 25/09/2023 1.700
52W Low: 09/05/2024 0.160
Avg. price 1W:   0.364
Avg. volume 1W:   0.000
Avg. price 1M:   0.354
Avg. volume 1M:   0.000
Avg. price 6M:   0.700
Avg. volume 6M:   0.000
Avg. price 1Y:   0.951
Avg. volume 1Y:   0.000
Volatility 1M:   447.24%
Volatility 6M:   248.82%
Volatility 1Y:   195.22%
Volatility 3Y:   -