OverviewChartNewsTraderScreen

JP Morgan Call 1.03 EURCHF 20.12..../  DE000JB87HW0  /

EUWAX
25/07/2024  13:28:34 Chg.-0.017 Bid15:44:43 Ask15:44:43 Underlying Strike price Expiration date Option type
0.029EUR -36.96% 0.034
Bid Size: 50,000		 0.064
Ask Size: 50,000		 CROSSRATE EUR/CHF 1.03 CHF 20/12/2024 Call
 

Master data

WKN: JB87HW
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CROSSRATE EUR/CHF
Type: Warrant
Option type: Call
Strike price: 1.03 CHF
Maturity: 20/12/2024
Issue date: 22/12/2023
Last trading day: 19/12/2024
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 769.23
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.06
Historic volatility: 0.05
Parity: -7.35
Time value: 0.13
Break-even: 1.07
Moneyness: 0.93
Premium: 0.07
Premium p.a.: 0.19
Spread abs.: 0.09
Spread %: 188.89%
Delta: 0.08
Theta: 0.00
Omega: 58.47
Rho: 0.00
 

Quote data

Open: 0.038
High: 0.040
Low: 0.029
Previous Close: 0.046
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -58.57%
1 Month
  -56.72%
3 Months
  -88.85%
YTD
  -69.79%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.070 0.046
1M High / 1M Low: 0.092 0.046
6M High / 6M Low: 0.310 0.046
High (YTD): 08/04/2024 0.310
Low (YTD): 24/07/2024 0.046
52W High: - -
52W Low: - -
Avg. price 1W:   0.062
Avg. volume 1W:   0.000
Avg. price 1M:   0.074
Avg. volume 1M:   0.000
Avg. price 6M:   0.161
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   194.71%
Volatility 6M:   171.20%
Volatility 1Y:   -
Volatility 3Y:   -