JP Morgan Put 80 CF 17.01.2025
/ DE000JB5XTY8
JP Morgan Put 80 CF 17.01.2025/ DE000JB5XTY8 /
| 10/16/2024 9:09:35 AM |
Chg.+0.060 |
Bid1:42:15 PM |
Ask1:42:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
+30.00% |
0.310
Bid Size: 5,000 |
0.340
Ask Size: 5,000 |
CF Industries Holdin... |
80.00 USD |
1/17/2025 |
Put |
Master data
| WKN: |
JB5XTY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CF Industries Holdings Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
11/7/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-26.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.25 |
| Parity: |
-0.47 |
| Time value: |
0.30 |
| Break-even: |
70.51 |
| Moneyness: |
0.94 |
| Premium: |
0.10 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.04 |
| Spread %: |
15.38% |
| Delta: |
-0.31 |
| Theta: |
-0.02 |
| Omega: |
-8.14 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.260 |
| Previous Close: |
0.200 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.33% |
| 1 Month |
|
|
-46.94% |
| 3 Months |
|
|
-75.47% |
| YTD |
|
|
-73.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.190 |
| 1M High / 1M Low: |
0.490 |
0.180 |
| 6M High / 6M Low: |
1.160 |
0.180 |
| High (YTD): |
1/18/2024 |
1.200 |
| Low (YTD): |
10/7/2024 |
0.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.206 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.282 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.698 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.73% |
| Volatility 6M: |
|
163.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
