JP Morgan Call 910 DECK 15.11.202.../  DE000JK9FQ84  /

EUWAX
2024-06-10  9:47:00 AM Chg.-0.17 Bid4:58:30 PM Ask4:58:30 PM Underlying Strike price Expiration date Option type
2.08EUR -7.56% 2.14
Bid Size: 10,000
2.44
Ask Size: 10,000
Deckers Outdoor 910.00 USD 2024-11-15 Call
 

Master data

WKN: JK9FQ8
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Deckers Outdoor
Type: Warrant
Option type: Call
Strike price: 910.00 USD
Maturity: 2024-11-15
Issue date: 2024-05-02
Last trading day: 2024-11-14
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 3.49
Leverage: Yes

Calculated values

Fair value: 1.69
Intrinsic value: 1.25
Implied volatility: 0.87
Historic volatility: 0.35
Parity: 1.25
Time value: 1.53
Break-even: 1,122.25
Moneyness: 1.15
Premium: 0.16
Premium p.a.: 0.40
Spread abs.: 0.70
Spread %: 33.65%
Delta: 0.71
Theta: -0.64
Omega: 2.48
Rho: 1.78
 

Quote data

Open: 2.08
High: 2.08
Low: 2.08
Previous Close: 2.25
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.47%
1 Month  
+69.11%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.49 2.25
1M High / 1M Low: 2.49 1.09
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.38
Avg. volume 1W:   0.00
Avg. price 1M:   1.80
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   217.69%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -