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

EUWAX
2024-07-30  4:22:21 PM Chg.-0.010 Bid5:06:21 PM Ask5:06:21 PM Underlying Strike price Expiration date Option type
0.220EUR -4.35% 0.220
Bid Size: 2,000		 0.250
Ask Size: 2,000		 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: 0.59
Intrinsic value: 0.00
Implied volatility: 0.04
Historic volatility: 0.05
Parity: -5.33
Time value: 0.31
Break-even: 1.06
Moneyness: 0.95
Premium: 0.06
Premium p.a.: 0.09
Spread abs.: 0.07
Spread %: 29.17%
Delta: 0.18
Theta: 0.00
Omega: 59.43
Rho: 0.00
 

Quote data

Open: 0.240
High: 0.240
Low: 0.220
Previous Close: 0.230
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -24.14%
1 Month
  -21.43%
3 Months
  -66.15%
YTD
  -18.52%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.200
1M High / 1M Low: 0.390 0.200
6M High / 6M Low: 0.730 0.200
High (YTD): 2024-05-24 0.730
Low (YTD): 2024-07-25 0.200
52W High: - -
52W Low: - -
Avg. price 1W:   0.238
Avg. volume 1W:   0.000
Avg. price 1M:   0.316
Avg. volume 1M:   0.000
Avg. price 6M:   0.435
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   160.21%
Volatility 6M:   141.39%
Volatility 1Y:   -
Volatility 3Y:   -