JP Morgan Put 76 CF 21.06.2024
/ DE000JK69TX2
JP Morgan Put 76 CF 21.06.2024/ DE000JK69TX2 /
| 5/31/2024 10:56:41 AM |
Chg.- |
Bid9:16:40 AM |
Ask9:16:40 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
- |
0.053
Bid Size: 3,000 |
0.093
Ask Size: 3,000 |
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: |
-85.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.26 |
| Parity: |
-0.34 |
| Time value: |
0.09 |
| Break-even: |
69.20 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
1.82 |
| Spread abs.: |
0.03 |
| Spread %: |
53.57% |
| Delta: |
-0.25 |
| Theta: |
-0.04 |
| Omega: |
-21.03 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.130 |
| Previous Close: |
0.093 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.33% |
| 1 Month |
|
|
-63.89% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.093 |
| 1M High / 1M Low: |
0.400 |
0.075 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.116 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.219 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
375.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
