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JP Morgan Call 0.99 EURCHF 20.09..../  DE000JB9LN54  /

EUWAX
2024-07-25  6:21:04 PM Chg.-0.011 Bid6:39:50 PM Ask6:39:50 PM Underlying Strike price Expiration date Option type
0.049EUR -18.33% 0.050
Bid Size: 50,000		 0.080
Ask Size: 50,000		 CROSSRATE EUR/CHF 0.99 CHF 2024-09-20 Call
 

Master data

WKN: JB9LN5
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CROSSRATE EUR/CHF
Type: Warrant
Option type: Call
Strike price: 0.99 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: 769.23
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.06
Historic volatility: 0.05
Parity: -3.18
Time value: 0.13
Break-even: 1.03
Moneyness: 0.97
Premium: 0.03
Premium p.a.: 0.23
Spread abs.: 0.07
Spread %: 120.34%
Delta: 0.12
Theta: 0.00
Omega: 93.76
Rho: 0.00
 

Quote data

Open: 0.040
High: 0.051
Low: 0.035
Previous Close: 0.060
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -65.00%
1 Month
  -67.33%
3 Months
  -93.19%
YTD
  -74.21%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.060
1M High / 1M Low: 0.260 0.060
6M High / 6M Low: 0.980 0.060
High (YTD): 2024-05-24 0.980
Low (YTD): 2024-07-24 0.060
52W High: - -
52W Low: - -
Avg. price 1W:   0.116
Avg. volume 1W:   0.000
Avg. price 1M:   0.188
Avg. volume 1M:   0.000
Avg. price 6M:   0.418
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   311.57%
Volatility 6M:   221.93%
Volatility 1Y:   -
Volatility 3Y:   -