JP Morgan Call 0.95 EURCHF 10.01..../  DE000JF0J6M7  /

EUWAX
1/8/2025  8:22:14 AM Chg.-0.002 Bid1/8/2025 Ask1/8/2025 Underlying Strike price Expiration date Option type
0.005EUR -28.57% 0.005
Bid Size: 5,000
0.160
Ask Size: 5,000
CROSSRATE EUR/CHF 0.95 CHF 1/10/2025 Call
 

Master data

WKN: JF0J6M
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CROSSRATE EUR/CHF
Type: Warrant
Option type: Call
Strike price: 0.95 CHF
Maturity: 1/10/2025
Issue date: 1/2/2025
Last trading day: 1/9/2025
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 909.09
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.13
Historic volatility: 0.05
Parity: -1.08
Time value: 0.11
Break-even: 1.01
Moneyness: 0.99
Premium: 0.01
Premium p.a.: 3.21
Spread abs.: 0.09
Spread %: 587.50%
Delta: 0.18
Theta: 0.00
Omega: 163.07
Rho: 0.00
 

Quote data

Open: 0.005
High: 0.005
Low: 0.005
Previous Close: 0.007
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     -
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
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:   -