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JP Morgan Put 75 CF 17.01.2025/  DE000JB5XTX0  /

EUWAX
2024-10-16  9:09:31 AM Chg.+0.030 Bid5:35:34 PM Ask5:35:34 PM Underlying Strike price Expiration date Option type
0.140EUR +27.27% 0.150
Bid Size: 50,000		 0.170
Ask Size: 50,000		 CF Industries Holdin... 75.00 USD 2025-01-17 Put
 

Master data

WKN: JB5XTX
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CF Industries Holdings Inc
Type: Warrant
Option type: Put
Strike price: 75.00 USD
Maturity: 2025-01-17
Issue date: 2023-11-07
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -44.77
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.25
Parity: -0.93
Time value: 0.17
Break-even: 67.17
Moneyness: 0.88
Premium: 0.14
Premium p.a.: 0.68
Spread abs.: 0.05
Spread %: 35.71%
Delta: -0.20
Theta: -0.02
Omega: -9.05
Rho: -0.04
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.110
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.69%
1 Month
  -53.33%
3 Months
  -81.33%
YTD
  -82.05%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.100
1M High / 1M Low: 0.300 0.100
6M High / 6M Low: 0.830 0.100
High (YTD): 2024-01-18 0.960
Low (YTD): 2024-10-14 0.100
52W High: - -
52W Low: - -
Avg. price 1W:   0.112
Avg. volume 1W:   0.000
Avg. price 1M:   0.162
Avg. volume 1M:   0.000
Avg. price 6M:   0.480
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   197.45%
Volatility 6M:   182.89%
Volatility 1Y:   -
Volatility 3Y:   -