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JP Morgan Call 1 EURCHF 21.03.202.../  DE000JB9LRF8  /

EUWAX
2024-07-25  3:28:23 PM Chg.-0.040 Bid5:00:12 PM Ask5:00:12 PM Underlying Strike price Expiration date Option type
0.290EUR -12.12% 0.290
Bid Size: 50,000		 0.320
Ask Size: 50,000		 CROSSRATE EUR/CHF 1.00 CHF 2025-03-21 Call
 

Master data

WKN: JB9LRF
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CROSSRATE EUR/CHF
Type: Warrant
Option type: Call
Strike price: 1.00 CHF
Maturity: 2025-03-21
Issue date: 2023-12-21
Last trading day: 2025-03-20
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 250.00
Leverage: Yes

Calculated values

Fair value: 0.92
Intrinsic value: 0.00
Implied volatility: 0.03
Historic volatility: 0.05
Parity: -4.22
Time value: 0.40
Break-even: 1.05
Moneyness: 0.96
Premium: 0.05
Premium p.a.: 0.07
Spread abs.: 0.07
Spread %: 21.21%
Delta: 0.26
Theta: 0.00
Omega: 63.89
Rho: 0.00
 

Quote data

Open: 0.270
High: 0.290
Low: 0.270
Previous Close: 0.330
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -32.56%
1 Month
  -17.14%
3 Months
  -64.63%
YTD
  -14.71%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.330
1M High / 1M Low: 0.540 0.330
6M High / 6M Low: 0.970 0.300
High (YTD): 2024-05-24 0.970
Low (YTD): 2024-06-19 0.300
52W High: - -
52W Low: - -
Avg. price 1W:   0.406
Avg. volume 1W:   0.000
Avg. price 1M:   0.445
Avg. volume 1M:   0.000
Avg. price 6M:   0.574
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   149.44%
Volatility 6M:   131.75%
Volatility 1Y:   -
Volatility 3Y:   -