JP Morgan Call 74 CF 20.09.2024
/ DE000JT36JB9
JP Morgan Call 74 CF 20.09.2024/ DE000JT36JB9 /
| 30/08/2024 11:50:31 |
Chg.- |
Bid10:40:07 |
Ask10:40:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
CF Industries Holdin... |
74.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
JT36JB |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CF Industries Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
74.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
22/07/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.82 |
| Implied volatility: |
- |
| Historic volatility: |
0.25 |
| Parity: |
0.82 |
| Time value: |
-0.09 |
| Break-even: |
74.33 |
| Moneyness: |
1.12 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.22 |
| Spread abs.: |
-0.04 |
| Spread %: |
-4.71% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.860 |
| High: |
0.860 |
| Low: |
0.860 |
| Previous Close: |
0.780 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.38% |
| 1 Month |
|
|
+132.43% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.640 |
| 1M High / 1M Low: |
0.860 |
0.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.748 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.591 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
296.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
