JP Morgan Call 1 EURCHF 19.09.2025
/ DE000JK87GC5
JP Morgan Call 1 EURCHF 19.09.202.../ DE000JK87GC5 /
| 14/06/2024 21:27:23 |
Chg.-0.140 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.990EUR |
-12.39% |
-
Bid Size: - |
-
Ask Size: - |
CROSSRATE EUR/CHF |
1.00 CHF |
19/09/2025 |
Call |
Master data
| WKN: |
JK87GC |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CROSSRATE EUR/CHF |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1.00 CHF |
| Maturity: |
19/09/2025 |
| Issue date: |
29/04/2024 |
| Last trading day: |
18/09/2025 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
93.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.03 |
| Historic volatility: |
0.05 |
| Parity: |
-4.94 |
| Time value: |
1.07 |
| Break-even: |
1.06 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.07 |
| Spread %: |
7.00% |
| Delta: |
0.47 |
| Theta: |
0.00 |
| Omega: |
43.85 |
| Rho: |
0.01 |
Quote data
| Open: |
1.050 |
| High: |
1.120 |
| Low: |
0.990 |
| Previous Close: |
1.130 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.66% |
| 1 Month |
|
|
-36.94% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.230 |
0.990 |
| 1M High / 1M Low: |
1.700 |
0.990 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.140 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.408 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
