JP Morgan Call 1 EURCHF 07.06.2024
/ DE000JK714Z1
JP Morgan Call 1 EURCHF 07.06.202.../ DE000JK714Z1 /
| 2024-05-28 10:33:51 AM |
Chg.-0.023 |
Bid11:38:03 AM |
Ask11:38:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.066EUR |
-25.84% |
0.077
Bid Size: 30,000 |
0.087
Ask Size: 30,000 |
CROSSRATE EUR/CHF |
1.00 CHF |
2024-06-07 |
Call |
Master data
| WKN: |
JK714Z |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CROSSRATE EUR/CHF |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1.00 CHF |
| Maturity: |
2024-06-07 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2024-06-06 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
625.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.06 |
| Historic volatility: |
0.05 |
| Parity: |
-0.80 |
| Time value: |
0.16 |
| Break-even: |
1.01 |
| Moneyness: |
0.99 |
| Premium: |
0.01 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.07 |
| Spread %: |
75.82% |
| Delta: |
0.26 |
| Theta: |
0.00 |
| Omega: |
159.83 |
| Rho: |
0.00 |
Quote data
| Open: |
0.086 |
| High: |
0.086 |
| Low: |
0.066 |
| Previous Close: |
0.089 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.84% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.071 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.092 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
