JP Morgan Put 0.93 EURCHF 10.01.2.../  DE000JF01MW2  /

EUWAX
1/8/2025  8:17:06 AM Chg.-0.005 Bid8:19:09 AM Ask8:19:09 AM Underlying Strike price Expiration date Option type
0.006EUR -45.45% 0.005
Bid Size: 5,000
0.160
Ask Size: 5,000
CROSSRATE EUR/CHF 0.93 CHF 1/10/2025 Put
 

Master data

WKN: JF01MW
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CROSSRATE EUR/CHF
Type: Warrant
Option type: Put
Strike price: 0.93 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: -833.33
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.13
Historic volatility: 0.05
Parity: -1.05
Time value: 0.12
Break-even: 0.99
Moneyness: 0.99
Premium: 0.01
Premium p.a.: 3.11
Spread abs.: 0.08
Spread %: 233.33%
Delta: -0.18
Theta: 0.00
Omega: -152.33
Rho: 0.00
 

Quote data

Open: 0.006
High: 0.006
Low: 0.006
Previous Close: 0.011
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:   -