JP Morgan Put 0.93 EURCHF 14.02.2.../  DE000JF3TJE0  /

EUWAX
1/22/2025  9:17:40 PM Chg.-0.020 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.130EUR -13.33% -
Bid Size: -
-
Ask Size: -
CROSSRATE EUR/CHF 0.93 CHF 2/14/2025 Put
 

Master data

WKN: JF3TJE
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CROSSRATE EUR/CHF
Type: Warrant
Option type: Put
Strike price: 0.93 CHF
Maturity: 2/14/2025
Issue date: 1/21/2025
Last trading day: 2/13/2025
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: -454.55
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.08
Historic volatility: 0.05
Parity: -1.54
Time value: 0.22
Break-even: 0.98
Moneyness: 0.98
Premium: 0.02
Premium p.a.: 0.32
Spread abs.: 0.06
Spread %: 37.50%
Delta: -0.19
Theta: 0.00
Omega: -88.28
Rho: 0.00
 

Quote data

Open: 0.160
High: 0.160
Low: 0.110
Previous Close: 0.150
Turnover: 0.000
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:   -