JP Morgan Call 0.96 EURCHF 31.01..../  DE000JF0LY44  /

EUWAX
22/01/2025  21:20:26 Chg.-0.006 Bid22:00:33 Ask22:00:33 Underlying Strike price Expiration date Option type
0.005EUR -54.55% -
Bid Size: -
-
Ask Size: -
CROSSRATE EUR/CHF 0.96 CHF 31/01/2025 Call
 

Master data

WKN: JF0LY4
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CROSSRATE EUR/CHF
Type: Warrant
Option type: Call
Strike price: 0.96 CHF
Maturity: 31/01/2025
Issue date: 06/01/2025
Last trading day: 30/01/2025
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 1,098.90
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.09
Historic volatility: 0.05
Parity: -1.64
Time value: 0.09
Break-even: 1.02
Moneyness: 0.98
Premium: 0.02
Premium p.a.: 1.00
Spread abs.: 0.08
Spread %: 727.27%
Delta: 0.13
Theta: 0.00
Omega: 144.81
Rho: 0.00
 

Quote data

Open: 0.008
High: 0.009
Low: 0.004
Previous Close: 0.011
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.57%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.016 0.005
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.009
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:   -