JP Morgan Call 1 EURCHF 20.09.2024
/ DE000JB9LN88
JP Morgan Call 1 EURCHF 20.09.202.../ DE000JB9LN88 /
| 2024-07-04 9:07:28 PM |
Chg.0.000 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
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: |
526.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.05 |
| Historic volatility: |
0.05 |
| Parity: |
-2.82 |
| Time value: |
0.19 |
| Break-even: |
1.03 |
| Moneyness: |
0.97 |
| Premium: |
0.03 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.07 |
| Spread %: |
58.33% |
| Delta: |
0.17 |
| Theta: |
0.00 |
| Omega: |
90.47 |
| Rho: |
0.00 |
Quote data
| Open: |
0.140 |
| High: |
0.140 |
| Low: |
0.120 |
| Previous Close: |
0.130 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+47.73% |
| 1 Month |
|
|
-31.58% |
| 3 Months |
|
|
-74.00% |
| YTD |
|
|
-7.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.088 |
| 1M High / 1M Low: |
0.190 |
0.065 |
| 6M High / 6M Low: |
0.610 |
0.065 |
| High (YTD): |
2024-05-24 |
0.610 |
| Low (YTD): |
2024-06-20 |
0.065 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.120 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.117 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.280 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
273.71% |
| Volatility 6M: |
|
210.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
