JP Morgan Call 0.96 EURCHF 20.09.2024
/ DE000JB9LMX2
JP Morgan Call 0.96 EURCHF 20.09..../ DE000JB9LMX2 /
2024-07-25 3:28:22 PM |
Chg.-0.080 |
Bid5:58:16 PM |
Ask5:58:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.640EUR |
-11.11% |
0.630 Bid Size: 50,000 |
0.660 Ask Size: 50,000 |
CROSSRATE EUR/CHF |
0.96 CHF |
2024-09-20 |
Call |
Master data
WKN: |
JB9LMX |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
CROSSRATE EUR/CHF |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
0.96 CHF |
Maturity: |
2024-09-20 |
Issue date: |
2023-12-21 |
Last trading day: |
2024-09-19 |
Ratio: |
1:100 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
126.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.03 |
Historic volatility: |
0.05 |
Parity: |
-0.05 |
Time value: |
0.79 |
Break-even: |
1.01 |
Moneyness: |
1.00 |
Premium: |
0.01 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.07 |
Spread %: |
9.72% |
Delta: |
0.66 |
Theta: |
0.00 |
Omega: |
83.75 |
Rho: |
0.00 |
Quote data
Open: |
0.520 |
High: |
0.640 |
Low: |
0.520 |
Previous Close: |
0.720 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-42.34% |
1 Month |
|
|
-28.89% |
3 Months |
|
|
-69.52% |
YTD |
|
|
+28.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.160 |
0.720 |
1M High / 1M Low: |
1.630 |
0.720 |
6M High / 6M Low: |
2.890 |
0.540 |
High (YTD): |
2024-05-24 |
2.890 |
Low (YTD): |
2024-01-08 |
0.490 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.036 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.255 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.428 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
223.23% |
Volatility 6M: |
|
171.39% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |