JP Morgan Call 870 DECK 21.06.202.../  DE000JK9HVE0  /

EUWAX
2024-05-30  9:38:30 AM Chg.- Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
1.78EUR - -
Bid Size: -
-
Ask Size: -
Deckers Outdoor 870.00 - 2024-06-21 Call
 

Master data

WKN: JK9HVE
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Deckers Outdoor
Type: Warrant
Option type: Call
Strike price: 870.00 -
Maturity: 2024-06-21
Issue date: 2024-05-02
Last trading day: 2024-05-30
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 5.37
Leverage: Yes

Calculated values

Fair value: 0.87
Intrinsic value: 0.87
Implied volatility: 3.43
Historic volatility: 0.35
Parity: 0.87
Time value: 0.91
Break-even: 1,048.00
Moneyness: 1.10
Premium: 0.10
Premium p.a.: 0.00
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.67
Theta: -15.56
Omega: 3.61
Rho: 0.05
 

Quote data

Open: 1.78
High: 1.78
Low: 1.78
Previous Close: 1.94
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+150.70%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 1.94 0.71
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   1.21
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   569.01%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -