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JP Morgan Call 0.98 EURCHF 21.03..../  DE000JB9LRC5  /

EUWAX
7/25/2024  6:21:07 PM Chg.-0.040 Bid7:15:56 PM Ask7:15:56 PM Underlying Strike price Expiration date Option type
0.610EUR -6.15% 0.590
Bid Size: 50,000		 0.620
Ask Size: 50,000		 CROSSRATE EUR/CHF 0.98 CHF 3/21/2025 Call
 

Master data

WKN: JB9LRC
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CROSSRATE EUR/CHF
Type: Warrant
Option type: Call
Strike price: 0.98 CHF
Maturity: 3/21/2025
Issue date: 12/21/2023
Last trading day: 3/20/2025
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 138.89
Leverage: Yes

Calculated values

Fair value: 1.77
Intrinsic value: 0.00
Implied volatility: 0.02
Historic volatility: 0.05
Parity: -2.14
Time value: 0.72
Break-even: 1.03
Moneyness: 0.98
Premium: 0.03
Premium p.a.: 0.04
Spread abs.: 0.07
Spread %: 10.77%
Delta: 0.57
Theta: 0.00
Omega: 79.19
Rho: 0.00
 

Quote data

Open: 0.540
High: 0.610
Low: 0.540
Previous Close: 0.650
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.51%
1 Month
  -11.59%
3 Months
  -55.47%
YTD  
+15.09%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.840 0.650
1M High / 1M Low: 1.030 0.650
6M High / 6M Low: 1.700 0.540
High (YTD): 5/24/2024 1.700
Low (YTD): 1/8/2024 0.510
52W High: - -
52W Low: - -
Avg. price 1W:   0.790
Avg. volume 1W:   0.000
Avg. price 1M:   0.862
Avg. volume 1M:   0.000
Avg. price 6M:   0.991
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   140.69%
Volatility 6M:   126.60%
Volatility 1Y:   -
Volatility 3Y:   -