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JP Morgan Call 0.96 EURCHF 20.09..../  DE000JB9LMX2  /

EUWAX
2024-07-25  3:28:22 PM Chg.-0.080 Bid5:53:00 PM Ask5:53:00 PM Underlying Strike price Expiration date Option type
0.640EUR -11.11% 0.650
Bid Size: 50,000		 0.680
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:   -