JP Morgan Call 110 CROX 20.09.2024
/ DE000JB9HW91
JP Morgan Call 110 CROX 20.09.202.../ DE000JB9HW91 /
| 2024-05-30 8:31:51 AM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.33EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Crocs Inc |
110.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
JB9HW9 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Crocs Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-03 |
| Last trading day: |
2024-05-30 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.94 |
| Intrinsic value: |
3.74 |
| Implied volatility: |
0.90 |
| Historic volatility: |
0.42 |
| Parity: |
3.74 |
| Time value: |
0.94 |
| Break-even: |
156.80 |
| Moneyness: |
1.34 |
| Premium: |
0.06 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.08 |
| Spread %: |
1.74% |
| Delta: |
0.82 |
| Theta: |
-0.10 |
| Omega: |
2.57 |
| Rho: |
0.18 |
Quote data
| Open: |
4.33 |
| High: |
4.33 |
| Low: |
4.33 |
| Previous Close: |
4.54 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+31.21% |
| 3 Months |
|
|
+12.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.54 |
3.30 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.88 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
