JP Morgan Call 0.95 EURCHF 21.03..../  DE000JB9LR84  /

EUWAX
2024-07-25  3:28:26 PM Chg.-0.11 Bid5:29:13 PM Ask5:29:13 PM Underlying Strike price Expiration date Option type
1.59EUR -6.47% 1.57
Bid Size: 50,000
1.60
Ask Size: 50,000
CROSSRATE EUR/CHF 0.95 CHF 2025-03-21 Call
 

Master data

WKN: JB9LR8
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CROSSRATE EUR/CHF
Type: Warrant
Option type: Call
Strike price: 0.95 CHF
Maturity: 2025-03-21
Issue date: 2023-12-21
Last trading day: 2025-03-20
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 56.82
Leverage: Yes

Calculated values

Fair value: 3.78
Intrinsic value: 0.99
Implied volatility: -
Historic volatility: 0.05
Parity: 0.99
Time value: 0.77
Break-even: 1.01
Moneyness: 1.01
Premium: 0.01
Premium p.a.: 0.01
Spread abs.: 0.07
Spread %: 4.14%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 1.44
High: 1.59
Low: 1.44
Previous Close: 1.70
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.06%
1 Month
  -9.66%
3 Months
  -42.81%
YTD  
+50.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.09 1.70
1M High / 1M Low: 2.48 1.70
6M High / 6M Low: 3.48 1.11
High (YTD): 2024-05-24 3.48
Low (YTD): 2024-01-08 1.04
52W High: - -
52W Low: - -
Avg. price 1W:   1.98
Avg. volume 1W:   0.00
Avg. price 1M:   2.13
Avg. volume 1M:   0.00
Avg. price 6M:   2.15
Avg. volume 6M:   25.20
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   116.29%
Volatility 6M:   108.09%
Volatility 1Y:   -
Volatility 3Y:   -