JP Morgan Call 340 CRWD 21.06.2024
/ DE000JB97YH5
JP Morgan Call 340 CRWD 21.06.202.../ DE000JB97YH5 /
| 10/06/2024 16:27:48 |
Chg.- |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.89EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
CrowdStrike Holdings... |
340.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
JB97YH |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CrowdStrike Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
340.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
11/01/2024 |
| Last trading day: |
11/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.04 |
| Intrinsic value: |
1.82 |
| Implied volatility: |
1.23 |
| Historic volatility: |
0.39 |
| Parity: |
1.82 |
| Time value: |
1.74 |
| Break-even: |
375.60 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
7.65 |
| Spread abs.: |
0.20 |
| Spread %: |
5.95% |
| Delta: |
0.65 |
| Theta: |
-1.53 |
| Omega: |
6.53 |
| Rho: |
0.04 |
Quote data
| Open: |
3.06 |
| High: |
3.89 |
| Low: |
3.06 |
| Previous Close: |
1.17 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+192.48% |
| 1 Month |
|
|
+157.62% |
| 3 Months |
|
|
+36.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.89 |
1.17 |
| 1M High / 1M Low: |
3.89 |
0.87 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.00 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
878.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
