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JP Morgan Call 0.98 EURCHF 20.09..../  DE000JB9LN21  /

EUWAX
2024-08-29  7:06:16 PM Chg.+0.001 Bid7:18:10 PM Ask7:18:10 PM Underlying Strike price Expiration date Option type
0.003EUR +50.00% 0.003
Bid Size: 20,000		 0.033
Ask Size: 20,000		 CROSSRATE EUR/CHF 0.98 CHF 2024-09-20 Call
 

Master data

WKN: JB9LN2
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CROSSRATE EUR/CHF
Type: Warrant
Option type: Call
Strike price: 0.98 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: 1,086.96
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.12
Historic volatility: 0.06
Parity: -4.64
Time value: 0.09
Break-even: 1.05
Moneyness: 0.96
Premium: 0.05
Premium p.a.: 1.15
Spread abs.: 0.09
Spread %: 4,500.00%
Delta: 0.07
Theta: 0.00
Omega: 77.90
Rho: 0.00
 

Quote data

Open: 0.002
High: 0.003
Low: 0.002
Previous Close: 0.002
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -85.71%
1 Month
  -98.00%
3 Months
  -99.75%
YTD
  -98.85%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.022 0.002
1M High / 1M Low: 0.150 0.002
6M High / 6M Low: 1.480 0.002
High (YTD): 2024-05-24 1.480
Low (YTD): 2024-08-28 0.002
52W High: - -
52W Low: - -
Avg. price 1W:   0.013
Avg. volume 1W:   0.000
Avg. price 1M:   0.066
Avg. volume 1M:   0.000
Avg. price 6M:   0.588
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   732.84%
Volatility 6M:   365.75%
Volatility 1Y:   -
Volatility 3Y:   -