JP Morgan Call 0.95 EURCHF 21.03.2025
/ DE000JB9LR84
JP Morgan Call 0.95 EURCHF 21.03..../ DE000JB9LR84 /
| 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: |
|
- |
