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JP Morgan Call 0.99 EURCHF 21.03..../  DE000JB9LRD3  /

EUWAX
2024-07-25  3:28:26 PM Chg.-0.050 Bid5:32:59 PM Ask5:32:59 PM Underlying Strike price Expiration date Option type
0.420EUR -10.64% 0.420
Bid Size: 50,000		 0.450
Ask Size: 50,000		 CROSSRATE EUR/CHF 0.99 CHF 2025-03-21 Call
 

Master data

WKN: JB9LRD
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CROSSRATE EUR/CHF
Type: Warrant
Option type: Call
Strike price: 0.99 CHF
Maturity: 2025-03-21
Issue date: 2023-12-21
Last trading day: 2025-03-20
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 185.19
Leverage: Yes

Calculated values

Fair value: 1.30
Intrinsic value: 0.00
Implied volatility: 0.03
Historic volatility: 0.05
Parity: -3.18
Time value: 0.54
Break-even: 1.04
Moneyness: 0.97
Premium: 0.04
Premium p.a.: 0.06
Spread abs.: 0.07
Spread %: 14.89%
Delta: 0.37
Theta: 0.00
Omega: 67.97
Rho: 0.00
 

Quote data

Open: 0.380
High: 0.420
Low: 0.380
Previous Close: 0.470
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.00%
1 Month
  -16.00%
3 Months
  -60.38%
YTD     0.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.470
1M High / 1M Low: 0.750 0.470
6M High / 6M Low: 1.290 0.420
High (YTD): 2024-05-24 1.290
Low (YTD): 2024-01-08 0.410
52W High: - -
52W Low: - -
Avg. price 1W:   0.568
Avg. volume 1W:   0.000
Avg. price 1M:   0.623
Avg. volume 1M:   0.000
Avg. price 6M:   0.754
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   143.38%
Volatility 6M:   131.07%
Volatility 1Y:   -
Volatility 3Y:   -