JP Morgan Call 0.97 EURCHF 21.06.2024
/ DE000JB8KYU7
JP Morgan Call 0.97 EURCHF 21.06..../ DE000JB8KYU7 /
| 07/06/2024 21:16:50 |
Chg.- |
Bid08:56:13 |
Ask08:56:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
- |
0.240
Bid Size: 30,000 |
0.280
Ask Size: 30,000 |
CROSSRATE EUR/CHF |
0.97 CHF |
21/06/2024 |
Call |
Master data
| WKN: |
JB8KYU |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CROSSRATE EUR/CHF |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
0.97 CHF |
| Maturity: |
21/06/2024 |
| Issue date: |
20/12/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
222.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.06 |
| Historic volatility: |
0.05 |
| Parity: |
-0.16 |
| Time value: |
0.45 |
| Break-even: |
1.01 |
| Moneyness: |
1.00 |
| Premium: |
0.01 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.07 |
| Spread %: |
18.42% |
| Delta: |
0.49 |
| Theta: |
0.00 |
| Omega: |
109.53 |
| Rho: |
0.00 |
Quote data
| Open: |
0.370 |
| High: |
0.430 |
| Low: |
0.370 |
| Previous Close: |
0.450 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-53.66% |
| 1 Month |
|
|
-60.00% |
| 3 Months |
|
|
-28.30% |
| YTD |
|
|
+72.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.330 |
| 1M High / 1M Low: |
2.130 |
0.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
24/05/2024 |
2.130 |
| Low (YTD): |
08/01/2024 |
0.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.492 |
| Avg. volume 1W: |
|
920 |
| Avg. price 1M: |
|
1.321 |
| Avg. volume 1M: |
|
219.048 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
356.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
