JP Morgan Call 820 DECK 15.11.2024
/ DE000JK849C4
JP Morgan Call 820 DECK 15.11.202.../ DE000JK849C4 /
| 2024-06-10 8:41:28 AM |
Chg.-0.18 |
Bid11:56:13 AM |
Ask11:56:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.65EUR |
-6.36% |
2.62
Bid Size: 1,000 |
3.32
Ask Size: 1,000 |
Deckers Outdoor |
820.00 USD |
2024-11-15 |
Call |
Master data
| WKN: |
JK849C |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Deckers Outdoor |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
820.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-05-07 |
| Last trading day: |
2024-11-14 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.33 |
| Intrinsic value: |
2.08 |
| Implied volatility: |
0.93 |
| Historic volatility: |
0.35 |
| Parity: |
2.08 |
| Time value: |
1.26 |
| Break-even: |
1,094.75 |
| Moneyness: |
1.27 |
| Premium: |
0.13 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.70 |
| Spread %: |
26.52% |
| Delta: |
0.77 |
| Theta: |
-0.62 |
| Omega: |
2.22 |
| Rho: |
1.77 |
Quote data
| Open: |
2.65 |
| High: |
2.65 |
| Low: |
2.65 |
| Previous Close: |
2.83 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.52% |
| 1 Month |
|
|
+63.58% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.10 |
2.83 |
| 1M High / 1M Low: |
3.10 |
1.46 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
