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JP Morgan Call 1.02 EURCHF 21.03..../  DE000JB71NE0  /

EUWAX
2024-07-25  4:22:10 PM Chg.-0.030 Bid6:50:11 PM Ask6:50:11 PM Underlying Strike price Expiration date Option type
0.140EUR -17.65% 0.160
Bid Size: 50,000		 0.190
Ask Size: 50,000		 CROSSRATE EUR/CHF 1.02 CHF 2025-03-21 Call
 

Master data

WKN: JB71NE
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CROSSRATE EUR/CHF
Type: Warrant
Option type: Call
Strike price: 1.02 CHF
Maturity: 2025-03-21
Issue date: 2023-12-18
Last trading day: 2025-03-20
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 400.00
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.00
Implied volatility: 0.04
Historic volatility: 0.05
Parity: -6.31
Time value: 0.25
Break-even: 1.07
Moneyness: 0.94
Premium: 0.07
Premium p.a.: 0.10
Spread abs.: 0.08
Spread %: 47.06%
Delta: 0.14
Theta: 0.00
Omega: 57.35
Rho: 0.00
 

Quote data

Open: 0.150
High: 0.150
Low: 0.130
Previous Close: 0.170
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.36%
1 Month
  -26.32%
3 Months
  -71.43%
YTD
  -36.36%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.170
1M High / 1M Low: 0.280 0.170
6M High / 6M Low: 0.550 0.160
High (YTD): 2024-05-24 0.550
Low (YTD): 2024-06-19 0.160
52W High: - -
52W Low: - -
Avg. price 1W:   0.206
Avg. volume 1W:   0.000
Avg. price 1M:   0.229
Avg. volume 1M:   0.000
Avg. price 6M:   0.333
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   159.00%
Volatility 6M:   139.10%
Volatility 1Y:   -
Volatility 3Y:   -