JP Morgan Call 1 EURCHF 20.12.2024
/ DE000JB9YQY4
JP Morgan Call 1 EURCHF 20.12.202.../ DE000JB9YQY4 /
| 2024-05-31 9:12:09 PM |
Chg.0.000 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
CROSSRATE EUR/CHF |
1.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
JB9YQY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CROSSRATE EUR/CHF |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
163.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.39 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.02 |
| Historic volatility: |
0.05 |
| Parity: |
-2.15 |
| Time value: |
0.61 |
| Break-even: |
1.03 |
| Moneyness: |
0.98 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.07 |
| Spread %: |
12.96% |
| Delta: |
0.49 |
| Theta: |
0.00 |
| Omega: |
80.36 |
| Rho: |
0.00 |
Quote data
| Open: |
0.550 |
| High: |
0.600 |
| Low: |
0.540 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.94% |
| 1 Month |
|
|
-21.74% |
| 3 Months |
|
|
+50.00% |
| YTD |
|
|
+145.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.540 |
| 1M High / 1M Low: |
0.830 |
0.540 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-24 |
0.830 |
| Low (YTD): |
2024-01-08 |
0.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.676 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.665 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
