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JP Morgan Call 1 EURCHF 20.09.202.../  DE000JB9LN88  /

EUWAX
2024-07-25  7:19:03 PM Chg.-0.006 Bid7:26:29 PM Ask7:26:29 PM Underlying Strike price Expiration date Option type
0.014EUR -30.00% 0.013
Bid Size: 50,000		 0.043
Ask Size: 50,000		 CROSSRATE EUR/CHF 1.00 CHF 2024-09-20 Call
 

Master data

WKN: JB9LN8
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CROSSRATE EUR/CHF
Type: Warrant
Option type: Call
Strike price: 1.00 CHF
Maturity: 2024-09-20
Issue date: 2023-12-21
Last trading day: 2024-09-19
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 1,000.00
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.07
Historic volatility: 0.05
Parity: -4.22
Time value: 0.10
Break-even: 1.04
Moneyness: 0.96
Premium: 0.04
Premium p.a.: 0.31
Spread abs.: 0.08
Spread %: 400.00%
Delta: 0.09
Theta: 0.00
Omega: 85.38
Rho: 0.00
 

Quote data

Open: 0.013
High: 0.018
Low: 0.011
Previous Close: 0.020
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -75.86%
1 Month
  -81.08%
3 Months
  -97.08%
YTD
  -90.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.058 0.020
1M High / 1M Low: 0.130 0.020
6M High / 6M Low: 0.610 0.020
High (YTD): 2024-05-24 0.610
Low (YTD): 2024-07-24 0.020
52W High: - -
52W Low: - -
Avg. price 1W:   0.046
Avg. volume 1W:   0.000
Avg. price 1M:   0.087
Avg. volume 1M:   0.000
Avg. price 6M:   0.268
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   364.67%
Volatility 6M:   242.08%
Volatility 1Y:   -
Volatility 3Y:   -