JP Morgan Put 76 CF 21.06.2024
/ DE000JK69TX2
JP Morgan Put 76 CF 21.06.2024/ DE000JK69TX2 /
| 6/7/2024 11:21:00 AM |
Chg.-0.023 |
Bid8:57:46 PM |
Ask8:57:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.097EUR |
-19.17% |
0.082
Bid Size: 75,000 |
0.092
Ask Size: 75,000 |
CF Industries Holdin... |
76.00 USD |
6/21/2024 |
Put |
Master data
| WKN: |
JK69TX |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CF Industries Holdings Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
76.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
3/28/2024 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-59.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.26 |
| Parity: |
-0.12 |
| Time value: |
0.12 |
| Break-even: |
68.58 |
| Moneyness: |
0.98 |
| Premium: |
0.03 |
| Premium p.a.: |
1.37 |
| Spread abs.: |
0.03 |
| Spread %: |
32.65% |
| Delta: |
-0.37 |
| Theta: |
-0.06 |
| Omega: |
-22.19 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.097 |
| High: |
0.097 |
| Low: |
0.097 |
| Previous Close: |
0.120 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.38% |
| 1 Month |
|
|
-69.69% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.038 |
| 1M High / 1M Low: |
0.400 |
0.038 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.077 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.179 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
852.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
