JP Morgan Call 0.99 EURCHF 21.06..../  DE000JB8MUS5  /

EUWAX
07/06/2024  21:16:50 Chg.-0.006 Bid22:00:44 Ask22:00:44 Underlying Strike price Expiration date Option type
0.007EUR -46.15% -
Bid Size: -
-
Ask Size: -
CROSSRATE EUR/CHF 0.99 CHF 21/06/2024 Call
 

Master data

WKN: JB8MUS
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CROSSRATE EUR/CHF
Type: Warrant
Option type: Call
Strike price: 0.99 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: 1,149.43
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.09
Historic volatility: 0.05
Parity: -2.22
Time value: 0.09
Break-even: 1.02
Moneyness: 0.98
Premium: 0.02
Premium p.a.: 0.90
Spread abs.: 0.08
Spread %: 1,142.86%
Delta: 0.11
Theta: 0.00
Omega: 125.31
Rho: 0.00
 

Quote data

Open: 0.006
High: 0.011
Low: 0.006
Previous Close: 0.013
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -91.36%
1 Month
  -96.32%
3 Months
  -96.11%
YTD
  -92.55%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.081 0.007
1M High / 1M Low: 0.630 0.007
6M High / 6M Low: - -
High (YTD): 24/05/2024 0.630
Low (YTD): 07/06/2024 0.007
52W High: - -
52W Low: - -
Avg. price 1W:   0.027
Avg. volume 1W:   0.000
Avg. price 1M:   0.304
Avg. volume 1M:   944
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   564.29%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -