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JP Morgan Call 1.03 EURCHF 21.03..../  DE000JB9TX96  /

EUWAX
2024-07-25  4:23:27 PM Chg.-0.030 Bid5:11:31 PM Ask5:11:31 PM Underlying Strike price Expiration date Option type
0.100EUR -23.08% 0.110
Bid Size: 50,000		 0.140
Ask Size: 50,000		 CROSSRATE EUR/CHF 1.03 CHF 2025-03-21 Call
 

Master data

WKN: JB9TX9
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CROSSRATE EUR/CHF
Type: Warrant
Option type: Call
Strike price: 1.03 CHF
Maturity: 2025-03-21
Issue date: 2023-12-22
Last trading day: 2025-03-20
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 476.19
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.05
Historic volatility: 0.05
Parity: -7.35
Time value: 0.21
Break-even: 1.08
Moneyness: 0.93
Premium: 0.08
Premium p.a.: 0.12
Spread abs.: 0.08
Spread %: 61.54%
Delta: 0.11
Theta: 0.00
Omega: 54.21
Rho: 0.00
 

Quote data

Open: 0.110
High: 0.110
Low: 0.096
Previous Close: 0.130
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -41.18%
1 Month
  -28.57%
3 Months
  -72.97%
YTD
  -41.18%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.130
1M High / 1M Low: 0.200 0.130
6M High / 6M Low: 0.430 0.120
High (YTD): 2024-04-08 0.430
Low (YTD): 2024-06-20 0.120
52W High: - -
52W Low: - -
Avg. price 1W:   0.156
Avg. volume 1W:   0.000
Avg. price 1M:   0.169
Avg. volume 1M:   0.000
Avg. price 6M:   0.255
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   149.17%
Volatility 6M:   134.25%
Volatility 1Y:   -
Volatility 3Y:   -