JP Morgan Call 80 CF 20.06.2025
/ DE000JK6UQ39
JP Morgan Call 80 CF 20.06.2025/ DE000JK6UQ39 /
| 2024-07-29 10:53:25 AM |
Chg.+0.050 |
Bid2024-07-29 |
Ask2024-07-29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
+7.81% |
0.690
Bid Size: 5,000 |
0.790
Ask Size: 5,000 |
CF Industries Holdin... |
80.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
JK6UQ3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CF Industries Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.25 |
| Parity: |
-0.46 |
| Time value: |
0.79 |
| Break-even: |
81.61 |
| Moneyness: |
0.94 |
| Premium: |
0.18 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.10 |
| Spread %: |
14.49% |
| Delta: |
0.52 |
| Theta: |
-0.02 |
| Omega: |
4.59 |
| Rho: |
0.25 |
Quote data
| Open: |
0.690 |
| High: |
0.690 |
| Low: |
0.690 |
| Previous Close: |
0.640 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.45% |
| 1 Month |
|
|
-4.17% |
| 3 Months |
|
|
-42.98% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.470 |
| 1M High / 1M Low: |
0.690 |
0.470 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.544 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.537 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
