JP Morgan Call 1.03 EURCHF 20.12.2024
/ DE000JB87HW0
JP Morgan Call 1.03 EURCHF 20.12..../ DE000JB87HW0 /
2024-07-25 4:22:18 PM |
Chg.-0.014 |
Bid5:36:24 PM |
Ask5:36:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.032EUR |
-30.43% |
0.036 Bid Size: 50,000 |
0.066 Ask Size: 50,000 |
CROSSRATE EUR/CHF |
1.03 CHF |
2024-12-20 |
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: |
2024-12-20 |
Issue date: |
2023-12-22 |
Last trading day: |
2024-12-19 |
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 |
|
|
-54.29% |
1 Month |
|
|
-52.24% |
3 Months |
|
|
-87.69% |
YTD |
|
|
-66.67% |
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): |
2024-04-08 |
0.310 |
Low (YTD): |
2024-07-24 |
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: |
|
- |