JP Morgan Call 80 CF 20.06.2025
/ DE000JK6UQ39
JP Morgan Call 80 CF 20.06.2025/ DE000JK6UQ39 /
| 9/3/2024 10:52:36 AM |
Chg.0.000 |
Bid9:56:43 PM |
Ask9:56:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.990EUR |
0.00% |
0.780
Bid Size: 5,000 |
0.870
Ask Size: 5,000 |
CF Industries Holdin... |
80.00 USD |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
4/10/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.25 |
| Parity: |
0.28 |
| Time value: |
0.87 |
| Break-even: |
83.79 |
| Moneyness: |
1.04 |
| Premium: |
0.12 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.15 |
| Spread %: |
15.00% |
| Delta: |
0.64 |
| Theta: |
-0.02 |
| Omega: |
4.21 |
| Rho: |
0.29 |
Quote data
| Open: |
0.990 |
| High: |
0.990 |
| Low: |
0.990 |
| Previous Close: |
0.990 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.61% |
| 1 Month |
|
|
+39.44% |
| 3 Months |
|
|
-5.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.920 |
| 1M High / 1M Low: |
0.990 |
0.580 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.968 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.873 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
