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JP Morgan Call 1.01 EURCHF 21.03..../  DE000JB9LRG6  /

EUWAX
2024-07-25  3:28:24 PM Chg.-0.020 Bid5:32:45 PM Ask5:32:45 PM Underlying Strike price Expiration date Option type
0.210EUR -8.70% 0.210
Bid Size: 50,000		 0.240
Ask Size: 50,000		 CROSSRATE EUR/CHF 1.01 CHF 2025-03-21 Call
 

Master data

WKN: JB9LRG
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CROSSRATE EUR/CHF
Type: Warrant
Option type: Call
Strike price: 1.01 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: 322.58
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.00
Implied volatility: 0.04
Historic volatility: 0.05
Parity: -5.27
Time value: 0.31
Break-even: 1.06
Moneyness: 0.95
Premium: 0.06
Premium p.a.: 0.09
Spread abs.: 0.08
Spread %: 34.78%
Delta: 0.19
Theta: 0.00
Omega: 60.46
Rho: 0.00
 

Quote data

Open: 0.200
High: 0.210
Low: 0.190
Previous Close: 0.230
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -32.26%
1 Month
  -16.00%
3 Months
  -66.67%
YTD
  -22.22%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.230
1M High / 1M Low: 0.390 0.230
6M High / 6M Low: 0.730 0.220
High (YTD): 2024-05-24 0.730
Low (YTD): 2024-06-19 0.220
52W High: - -
52W Low: - -
Avg. price 1W:   0.290
Avg. volume 1W:   0.000
Avg. price 1M:   0.319
Avg. volume 1M:   0.000
Avg. price 6M:   0.437
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   165.13%
Volatility 6M:   139.14%
Volatility 1Y:   -
Volatility 3Y:   -