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JP Morgan Call 1.01 EURCHF 20.09..../  DE000JB93K04  /

EUWAX
2024-07-25  4:22:23 PM Chg.-0.003 Bid6:12:10 PM Ask6:12:10 PM Underlying Strike price Expiration date Option type
0.003EUR -50.00% 0.005
Bid Size: 50,000		 0.035
Ask Size: 50,000		 CROSSRATE EUR/CHF 1.01 CHF 2024-09-20 Call
 

Master data

WKN: JB93K0
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CROSSRATE EUR/CHF
Type: Warrant
Option type: Call
Strike price: 1.01 CHF
Maturity: 2024-09-20
Issue date: 2023-12-22
Last trading day: 2024-09-19
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 1,162.79
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.08
Historic volatility: 0.05
Parity: -5.27
Time value: 0.09
Break-even: 1.05
Moneyness: 0.95
Premium: 0.05
Premium p.a.: 0.40
Spread abs.: 0.08
Spread %: 1,333.33%
Delta: 0.07
Theta: 0.00
Omega: 76.94
Rho: 0.00
 

Quote data

Open: 0.006
High: 0.007
Low: 0.002
Previous Close: 0.006
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -86.36%
1 Month
  -91.43%
3 Months
  -99.06%
YTD
  -97.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.022 0.006
1M High / 1M Low: 0.064 0.006
6M High / 6M Low: 0.400 0.006
High (YTD): 2024-04-08 0.400
Low (YTD): 2024-07-24 0.006
52W High: - -
52W Low: - -
Avg. price 1W:   0.016
Avg. volume 1W:   0.000
Avg. price 1M:   0.037
Avg. volume 1M:   0.000
Avg. price 6M:   0.171
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   399.84%
Volatility 6M:   257.77%
Volatility 1Y:   -
Volatility 3Y:   -