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JP Morgan Call 1.04 EURCHF 21.03..../  DE000JB9TXA0  /

EUWAX
2024-07-25  4:23:27 PM Chg.-0.021 Bid6:37:33 PM Ask6:37:33 PM Underlying Strike price Expiration date Option type
0.069EUR -23.33% 0.078
Bid Size: 50,000		 0.110
Ask Size: 50,000		 CROSSRATE EUR/CHF 1.04 CHF 2025-03-21 Call
 

Master data

WKN: JB9TXA
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CROSSRATE EUR/CHF
Type: Warrant
Option type: Call
Strike price: 1.04 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: 588.24
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.05
Historic volatility: 0.05
Parity: -8.39
Time value: 0.17
Break-even: 1.09
Moneyness: 0.92
Premium: 0.09
Premium p.a.: 0.13
Spread abs.: 0.08
Spread %: 88.89%
Delta: 0.09
Theta: 0.00
Omega: 52.63
Rho: 0.00
 

Quote data

Open: 0.076
High: 0.078
Low: 0.065
Previous Close: 0.090
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -42.50%
1 Month
  -28.87%
3 Months
  -76.21%
YTD
  -50.71%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.090
1M High / 1M Low: 0.150 0.090
6M High / 6M Low: 0.340 0.081
High (YTD): 2024-04-08 0.340
Low (YTD): 2024-06-19 0.081
52W High: - -
52W Low: - -
Avg. price 1W:   0.112
Avg. volume 1W:   0.000
Avg. price 1M:   0.123
Avg. volume 1M:   0.000
Avg. price 6M:   0.196
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   160.54%
Volatility 6M:   151.44%
Volatility 1Y:   -
Volatility 3Y:   -