JP Morgan Call 0.96 EURCHF 07.02.2025
/ DE000JF06L05
JP Morgan Call 0.96 EURCHF 07.02..../ DE000JF06L05 /
| 23/01/2025 11:33:27 |
Chg.-0.002 |
Bid12:54:59 |
Ask12:54:59 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.018EUR |
-10.00% |
0.020
Bid Size: 3,000 |
0.040
Ask Size: 3,000 |
CROSSRATE EUR/CHF |
0.96 CHF |
07/02/2025 |
Call |
Master data
| WKN: |
JF06L0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CROSSRATE EUR/CHF |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
0.96 CHF |
| Maturity: |
07/02/2025 |
| Issue date: |
10/01/2025 |
| Last trading day: |
06/02/2025 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
1,111.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.07 |
| Historic volatility: |
0.05 |
| Parity: |
-1.71 |
| Time value: |
0.09 |
| Break-even: |
1.02 |
| Moneyness: |
0.98 |
| Premium: |
0.02 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.07 |
| Spread %: |
350.00% |
| Delta: |
0.13 |
| Theta: |
0.00 |
| Omega: |
144.11 |
| Rho: |
0.00 |
Quote data
| Open: |
0.020 |
| High: |
0.020 |
| Low: |
0.018 |
| Previous Close: |
0.020 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.88% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.041 |
0.017 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.026 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |