JP Morgan Put 78 CF 21.06.2024
/ DE000JK69TY0
JP Morgan Put 78 CF 21.06.2024/ DE000JK69TY0 /
| 6/12/2024 11:06:48 AM |
Chg.+0.070 |
Bid5:06:07 PM |
Ask5:06:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.180EUR |
+63.64% |
0.200
Bid Size: 75,000 |
0.210
Ask Size: 75,000 |
CF Industries Holdin... |
78.00 USD |
6/21/2024 |
Put |
Master data
| WKN: |
JK69TY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CF Industries Holdings Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
78.00 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: |
-36.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.26 |
| Parity: |
0.11 |
| Time value: |
0.08 |
| Break-even: |
70.67 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.03 |
| Spread %: |
16.67% |
| Delta: |
-0.61 |
| Theta: |
-0.07 |
| Omega: |
-22.31 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.180 |
| High: |
0.180 |
| Low: |
0.180 |
| Previous Close: |
0.110 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+143.24% |
| 1 Month |
|
|
-58.14% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.074 |
| 1M High / 1M Low: |
0.470 |
0.074 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.145 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.217 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
756.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
