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JP Morgan Call 1.02 EURCHF 20.12..../  DE000JB70835  /

EUWAX
2024-07-25  4:22:07 PM Chg.-0.018 Bid4:59:00 PM Ask4:59:00 PM Underlying Strike price Expiration date Option type
0.052EUR -25.71% 0.055
Bid Size: 50,000		 0.085
Ask Size: 50,000		 CROSSRATE EUR/CHF 1.02 CHF 2024-12-20 Call
 

Master data

WKN: JB7083
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CROSSRATE EUR/CHF
Type: Warrant
Option type: Call
Strike price: 1.02 CHF
Maturity: 2024-12-20
Issue date: 2023-12-18
Last trading day: 2024-12-19
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 666.67
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.05
Historic volatility: 0.05
Parity: -6.31
Time value: 0.15
Break-even: 1.06
Moneyness: 0.94
Premium: 0.06
Premium p.a.: 0.17
Spread abs.: 0.08
Spread %: 114.29%
Delta: 0.09
Theta: 0.00
Omega: 62.47
Rho: 0.00
 

Quote data

Open: 0.060
High: 0.062
Low: 0.046
Previous Close: 0.070
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -48.00%
1 Month
  -47.47%
3 Months
  -85.56%
YTD
  -60.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.070
1M High / 1M Low: 0.140 0.070
6M High / 6M Low: 0.420 0.070
High (YTD): 2024-04-08 0.420
Low (YTD): 2024-07-24 0.070
52W High: - -
52W Low: - -
Avg. price 1W:   0.091
Avg. volume 1W:   0.000
Avg. price 1M:   0.112
Avg. volume 1M:   0.000
Avg. price 6M:   0.223
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   191.12%
Volatility 6M:   162.37%
Volatility 1Y:   -
Volatility 3Y:   -