JP Morgan Call 925 DECK 15.11.2024
/ DE000JK9F396
JP Morgan Call 925 DECK 15.11.202.../ DE000JK9F396 /
| 2024-06-07 9:53:28 AM |
Chg.- |
Bid9:17:31 AM |
Ask9:17:31 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.17EUR |
- |
1.99
Bid Size: 1,000 |
2.49
Ask Size: 1,000 |
Deckers Outdoor |
925.00 USD |
2024-11-15 |
Call |
Master data
| WKN: |
JK9F39 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Deckers Outdoor |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
925.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-05-08 |
| Last trading day: |
2024-11-14 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.59 |
| Intrinsic value: |
1.11 |
| Implied volatility: |
0.86 |
| Historic volatility: |
0.35 |
| Parity: |
1.11 |
| Time value: |
1.59 |
| Break-even: |
1,128.17 |
| Moneyness: |
1.13 |
| Premium: |
0.16 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.70 |
| Spread %: |
35.00% |
| Delta: |
0.70 |
| Theta: |
-0.64 |
| Omega: |
2.51 |
| Rho: |
1.77 |
Quote data
| Open: |
2.17 |
| High: |
2.17 |
| Low: |
2.17 |
| Previous Close: |
2.36 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.58% |
| 1 Month |
|
|
+85.47% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.40 |
2.17 |
| 1M High / 1M Low: |
2.40 |
1.04 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.73 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
220.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
