JP Morgan Put 75 CF 16.08.2024
/ DE000JB7FTJ2
JP Morgan Put 75 CF 16.08.2024/ DE000JB7FTJ2 /
| 2024-06-14 12:02:35 PM |
Chg.+0.110 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
+33.33% |
-
Bid Size: - |
-
Ask Size: - |
CF Industries Holdin... |
75.00 USD |
2024-08-16 |
Put |
Master data
| WKN: |
JB7FTJ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CF Industries Holdings Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
75.00 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: |
-15.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.26 |
| Parity: |
0.19 |
| Time value: |
0.26 |
| Break-even: |
65.35 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.03 |
| Spread %: |
7.14% |
| Delta: |
-0.54 |
| Theta: |
-0.03 |
| Omega: |
-8.09 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.440 |
| High: |
0.440 |
| Low: |
0.440 |
| Previous Close: |
0.330 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+91.30% |
| 1 Month |
|
|
+4.76% |
| 3 Months |
|
|
+69.23% |
| YTD |
|
|
-21.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.210 |
| 1M High / 1M Low: |
0.420 |
0.160 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-19 |
0.680 |
| Low (YTD): |
2024-06-05 |
0.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.254 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.263 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
358.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
