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JP Morgan Call 0.97 EURCHF 20.09..../  DE000JB9LN13  /

EUWAX
2024-07-25  6:21:04 PM Chg.-0.030 Bid6:47:55 PM Ask6:47:55 PM Underlying Strike price Expiration date Option type
0.320EUR -8.57% 0.310
Bid Size: 50,000		 0.340
Ask Size: 50,000		 CROSSRATE EUR/CHF 0.97 CHF 2024-09-20 Call
 

Master data

WKN: JB9LN1
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CROSSRATE EUR/CHF
Type: Warrant
Option type: Call
Strike price: 0.97 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: 238.10
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.00
Implied volatility: 0.04
Historic volatility: 0.05
Parity: -1.10
Time value: 0.42
Break-even: 1.02
Moneyness: 0.99
Premium: 0.02
Premium p.a.: 0.10
Spread abs.: 0.07
Spread %: 20.00%
Delta: 0.38
Theta: 0.00
Omega: 89.47
Rho: 0.00
 

Quote data

Open: 0.250
High: 0.320
Low: 0.240
Previous Close: 0.350
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -47.54%
1 Month
  -38.46%
3 Months
  -78.95%
YTD
  -11.11%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.630 0.350
1M High / 1M Low: 0.980 0.350
6M High / 6M Low: 2.130 0.350
High (YTD): 2024-05-24 2.130
Low (YTD): 2024-07-24 0.350
52W High: - -
52W Low: - -
Avg. price 1W:   0.556
Avg. volume 1W:   0.000
Avg. price 1M:   0.726
Avg. volume 1M:   0.000
Avg. price 6M:   0.976
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   264.50%
Volatility 6M:   191.30%
Volatility 1Y:   -
Volatility 3Y:   -