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JP Morgan Put 70 CF 21.06.2024/  DE000JL1MVB2  /

EUWAX
2024-06-07  9:02:23 AM Chg.-0.005 Bid7:56:58 PM Ask7:56:58 PM Underlying Strike price Expiration date Option type
0.011EUR -31.25% 0.011
Bid Size: 30,000		 0.026
Ask Size: 30,000		 CF Industries Holdin... 70.00 - 2024-06-21 Put
 

Master data

WKN: JL1MVB
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CF Industries Holdings Inc
Type: Warrant
Option type: Put
Strike price: 70.00 -
Maturity: 2024-06-21
Issue date: 2023-04-12
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -114.47
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.26
Parity: -0.10
Time value: 0.06
Break-even: 69.38
Moneyness: 0.99
Premium: 0.02
Premium p.a.: 0.78
Spread abs.: 0.05
Spread %: 416.67%
Delta: -0.34
Theta: -0.03
Omega: -38.72
Rho: -0.01
 

Quote data

Open: 0.011
High: 0.011
Low: 0.011
Previous Close: 0.016
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -47.62%
1 Month
  -88.54%
3 Months
  -90.83%
YTD
  -96.07%
1 Year
  -98.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.021 0.007
1M High / 1M Low: 0.120 0.007
6M High / 6M Low: 0.450 0.007
High (YTD): 2024-01-18 0.380
Low (YTD): 2024-06-05 0.007
52W High: 2023-06-08 1.060
52W Low: 2024-06-05 0.007
Avg. price 1W:   0.012
Avg. volume 1W:   0.000
Avg. price 1M:   0.041
Avg. volume 1M:   0.000
Avg. price 6M:   0.168
Avg. volume 6M:   0.000
Avg. price 1Y:   0.366
Avg. volume 1Y:   0.000
Volatility 1M:   732.48%
Volatility 6M:   392.17%
Volatility 1Y:   289.68%
Volatility 3Y:   -