JP Morgan Call 165 CROX 20.09.2024
/ DE000JK3W2Q7
JP Morgan Call 165 CROX 20.09.202.../ DE000JK3W2Q7 /
| 2024-06-21 9:48:54 AM |
Chg.-0.08 |
Bid4:13:45 PM |
Ask4:13:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.43EUR |
-5.30% |
1.31
Bid Size: 50,000 |
1.33
Ask Size: 50,000 |
Crocs Inc |
165.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
JK3W2Q |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Crocs Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-15 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.42 |
| Parity: |
-0.67 |
| Time value: |
1.53 |
| Break-even: |
169.42 |
| Moneyness: |
0.96 |
| Premium: |
0.15 |
| Premium p.a.: |
0.75 |
| Spread abs.: |
0.07 |
| Spread %: |
4.79% |
| Delta: |
0.51 |
| Theta: |
-0.10 |
| Omega: |
4.94 |
| Rho: |
0.15 |
Quote data
| Open: |
1.43 |
| High: |
1.43 |
| Low: |
1.43 |
| Previous Close: |
1.51 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.03% |
| 1 Month |
|
|
+88.16% |
| 3 Months |
|
|
-1.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.56 |
1.43 |
| 1M High / 1M Low: |
1.56 |
0.76 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.50 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
203.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
