JP Morgan Call 76 CF 20.09.2024
/ DE000JT3PTD3
JP Morgan Call 76 CF 20.09.2024/ DE000JT3PTD3 /
2024-08-30 11:50:37 AM |
Chg.- |
Bid10:30:09 AM |
Ask10:30:09 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.680EUR |
- |
0.680 Bid Size: 2,000 |
0.770 Ask Size: 2,000 |
CF Industries Holdin... |
76.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
JT3PTD |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
CF Industries Holdings Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
76.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-07-22 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
11.54 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.66 |
Intrinsic value: |
0.64 |
Implied volatility: |
- |
Historic volatility: |
0.25 |
Parity: |
0.64 |
Time value: |
0.01 |
Break-even: |
75.33 |
Moneyness: |
1.09 |
Premium: |
0.00 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.05 |
Spread %: |
7.46% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.680 |
High: |
0.680 |
Low: |
0.680 |
Previous Close: |
0.610 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+41.67% |
1 Month |
|
|
+142.86% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.680 |
0.480 |
1M High / 1M Low: |
0.680 |
0.180 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.580 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.456 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
369.03% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |