JP Morgan Call 150 CROX 20.09.2024
/ DE000JB9NY26
JP Morgan Call 150 CROX 20.09.202.../ DE000JB9NY26 /
| 2024-06-21 9:39:20 AM |
Chg.-0.12 |
Bid4:54:53 PM |
Ask4:54:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.09EUR |
-5.43% |
1.96
Bid Size: 50,000 |
1.98
Ask Size: 50,000 |
Crocs Inc |
150.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
JB9NY2 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Crocs Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-10 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.69 |
| Intrinsic value: |
0.73 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.42 |
| Parity: |
0.73 |
| Time value: |
1.32 |
| Break-even: |
160.66 |
| Moneyness: |
1.05 |
| Premium: |
0.09 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.07 |
| Spread %: |
3.29% |
| Delta: |
0.64 |
| Theta: |
-0.09 |
| Omega: |
4.58 |
| Rho: |
0.18 |
Quote data
| Open: |
2.09 |
| High: |
2.09 |
| Low: |
2.09 |
| Previous Close: |
2.21 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.69% |
| 1 Month |
|
|
+71.31% |
| 3 Months |
|
|
+7.73% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.24 |
2.09 |
| 1M High / 1M Low: |
2.24 |
1.22 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.18 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
180.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
