JP Morgan Put 0.94 EURCHF 24.01.2.../  DE000JF0ZE34  /

EUWAX
23/01/2025  11:34:53 Chg.-0.018 Bid14:15:38 Ask14:15:38 Underlying Strike price Expiration date Option type
0.019EUR -48.65% 0.017
Bid Size: 3,000
0.077
Ask Size: 3,000
CROSSRATE EUR/CHF 0.94 CHF 24/01/2025 Put
 

Master data

WKN: JF0ZE3
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CROSSRATE EUR/CHF
Type: Warrant
Option type: Put
Strike price: 0.94 CHF
Maturity: 24/01/2025
Issue date: 10/01/2025
Last trading day: 23/01/2025
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: -714.29
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.05
Parity: -0.41
Time value: 0.14
Break-even: 0.99
Moneyness: 1.00
Premium: 0.01
Premium p.a.: 6.27
Spread abs.: 0.10
Spread %: 258.97%
Delta: -0.29
Theta: 0.00
Omega: -208.58
Rho: 0.00
 

Quote data

Open: 0.022
High: 0.022
Low: 0.019
Previous Close: 0.037
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -95.58%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.430 0.037
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.188
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:   -