JP Morgan Put 70 CF 16.08.2024
/ DE000JB7FTH6
JP Morgan Put 70 CF 16.08.2024/ DE000JB7FTH6 /
| 2024-06-14 12:02:32 PM |
Chg.+0.060 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
+40.00% |
-
Bid Size: - |
-
Ask Size: - |
CF Industries Holdin... |
70.00 USD |
2024-08-16 |
Put |
Master data
| WKN: |
JB7FTH |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CF Industries Holdings Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-31.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.26 |
| Parity: |
-0.27 |
| Time value: |
0.21 |
| Break-even: |
63.05 |
| Moneyness: |
0.96 |
| Premium: |
0.07 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.03 |
| Spread %: |
15.00% |
| Delta: |
-0.34 |
| Theta: |
-0.02 |
| Omega: |
-10.63 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.210 |
| High: |
0.210 |
| Low: |
0.210 |
| Previous Close: |
0.150 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+110.00% |
| 1 Month |
|
|
+10.53% |
| 3 Months |
|
|
+50.00% |
| YTD |
|
|
-47.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.093 |
| 1M High / 1M Low: |
0.210 |
0.070 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-19 |
0.480 |
| Low (YTD): |
2024-06-05 |
0.070 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.135 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.123 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
417.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
