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JP Morgan Put 80 CF 21.06.2024/  DE000JL0F527  /

EUWAX
07/06/2024  09:55:26 Chg.-0.040 Bid18:40:37 Ask18:40:37 Underlying Strike price Expiration date Option type
0.300EUR -11.76% 0.300
Bid Size: 75,000		 0.310
Ask Size: 75,000		 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: -20.87
Leverage: Yes

Calculated values

Fair value: 0.90
Intrinsic value: 0.90
Implied volatility: -
Historic volatility: 0.26
Parity: 0.90
Time value: -0.56
Break-even: 76.60
Moneyness: 1.13
Premium: -0.08
Premium p.a.: -0.88
Spread abs.: 0.03
Spread %: 9.68%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

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

Performance

1 Week
  -14.29%
1 Month
  -50.00%
3 Months
  -25.00%
YTD
  -51.61%
1 Year
  -80.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 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:   0.230
Avg. volume 1W:   0.000
Avg. price 1M:   0.388
Avg. volume 1M:   0.000
Avg. price 6M:   0.506
Avg. volume 6M:   0.000
Avg. price 1Y:   0.732
Avg. volume 1Y:   0.000
Volatility 1M:   613.14%
Volatility 6M:   319.24%
Volatility 1Y:   238.01%
Volatility 3Y:   -