JP Morgan Call 0.94 EURCHF 20.09.2024
/ DE000JB93JZ7
JP Morgan Call 0.94 EURCHF 20.09..../ DE000JB93JZ7 /
| 2024-06-14 9:21:37 PM |
Chg.-0.39 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.92EUR |
-16.88% |
-
Bid Size: - |
-
Ask Size: - |
CROSSRATE EUR/CHF |
0.94 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
JB93JZ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CROSSRATE EUR/CHF |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
0.94 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-22 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
49.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.56 |
| Intrinsic value: |
1.35 |
| Implied volatility: |
- |
| Historic volatility: |
0.05 |
| Parity: |
1.35 |
| Time value: |
0.66 |
| Break-even: |
1.01 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.07 |
| Spread %: |
3.61% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.24 |
| High: |
2.24 |
| Low: |
1.90 |
| Previous Close: |
2.31 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.62% |
| 1 Month |
|
|
-51.02% |
| 3 Months |
|
|
-10.70% |
| YTD |
|
|
+100.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.71 |
1.92 |
| 1M High / 1M Low: |
4.63 |
1.92 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-24 |
4.63 |
| Low (YTD): |
2024-01-08 |
0.94 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.40 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
