JP Morgan Put 65 CF 17.01.2025
/ DE000JB5XTV4
JP Morgan Put 65 CF 17.01.2025/ DE000JB5XTV4 /
16/10/2024 09:09:30 |
Chg.+0.009 |
Bid18:39:49 |
Ask18:39:49 |
Underlying |
Strike price |
Expiration date |
Option type |
0.040EUR |
+29.03% |
0.042 Bid Size: 50,000 |
0.062 Ask Size: 50,000 |
CF Industries Holdin... |
65.00 USD |
17/01/2025 |
Put |
Master data
WKN: |
JB5XTV |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
CF Industries Holdings Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
65.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
07/11/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-78.17 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.48 |
Historic volatility: |
0.25 |
Parity: |
-1.84 |
Time value: |
0.10 |
Break-even: |
58.73 |
Moneyness: |
0.76 |
Premium: |
0.25 |
Premium p.a.: |
1.39 |
Spread abs.: |
0.06 |
Spread %: |
143.90% |
Delta: |
-0.10 |
Theta: |
-0.02 |
Omega: |
-7.91 |
Rho: |
-0.02 |
Quote data
Open: |
0.040 |
High: |
0.040 |
Low: |
0.040 |
Previous Close: |
0.031 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.76% |
1 Month |
|
|
-56.99% |
3 Months |
|
|
-87.10% |
YTD |
|
|
-91.11% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.042 |
0.030 |
1M High / 1M Low: |
0.093 |
0.030 |
6M High / 6M Low: |
0.360 |
0.030 |
High (YTD): |
18/01/2024 |
0.560 |
Low (YTD): |
14/10/2024 |
0.030 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.034 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.048 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.201 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
243.09% |
Volatility 6M: |
|
224.69% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |