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JP Morgan Put 80 CF 21.06.2024/  DE000JL0F527  /

EUWAX
07/06/2024  09:55:26 Chg.-0.040 Bid22:00:41 Ask22:00:41 Underlying Strike price Expiration date Option type
0.300EUR -11.76% -
Bid Size: -		 -
Ask Size: -		 CF Industries Holdin... 80.00 - 21/06/2024 Put
 

Master data

WKN: JL0F52
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CF Industries Holdings Inc
Type: Warrant
Option type: Put
Strike price: 80.00 -
Maturity: 21/06/2024
Issue date: 13/04/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -24.86
Leverage: Yes

Calculated values

Fair value: 0.79
Intrinsic value: 0.79
Implied volatility: -
Historic volatility: 0.26
Parity: 0.79
Time value: -0.50
Break-even: 77.10
Moneyness: 1.11
Premium: -0.07
Premium p.a.: -0.87
Spread abs.: 0.03
Spread %: 11.54%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.300
High: 0.300
Low: 0.300
Previous Close: 0.340
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month
  -46.43%
3 Months
  -6.25%
YTD
  -51.61%
1 Year
  -81.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.140
1M High / 1M Low: 0.710 0.140
6M High / 6M Low: 0.900 0.140
High (YTD): 18/01/2024 0.840
Low (YTD): 05/06/2024 0.140
52W High: 08/06/2023 1.620
52W Low: 05/06/2024 0.140
Avg. price 1W:   0.220
Avg. volume 1W:   0.000
Avg. price 1M:   0.375
Avg. volume 1M:   0.000
Avg. price 6M:   0.503
Avg. volume 6M:   0.000
Avg. price 1Y:   0.727
Avg. volume 1Y:   0.000
Volatility 1M:   614.30%
Volatility 6M:   319.51%
Volatility 1Y:   238.28%
Volatility 3Y:   -