JP Morgan Call 970 DECK 15.11.202.../  DE000JK9FQE4  /

EUWAX
2024-06-10  9:47:02 AM Chg.-0.17 Bid10:00:47 PM Ask10:00:47 PM Underlying Strike price Expiration date Option type
1.75EUR -8.85% -
Bid Size: -
-
Ask Size: -
Deckers Outdoor 970.00 USD 2024-11-15 Call
 

Master data

WKN: JK9FQE
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Deckers Outdoor
Type: Warrant
Option type: Call
Strike price: 970.00 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: 4.29
Leverage: Yes

Calculated values

Fair value: 1.33
Intrinsic value: 0.69
Implied volatility: 0.75
Historic volatility: 0.35
Parity: 0.69
Time value: 1.57
Break-even: 1,125.91
Moneyness: 1.08
Premium: 0.16
Premium p.a.: 0.41
Spread abs.: 0.50
Spread %: 28.41%
Delta: 0.67
Theta: -0.60
Omega: 2.86
Rho: 1.81
 

Quote data

Open: 1.75
High: 1.75
Low: 1.75
Previous Close: 1.92
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.22%
1 Month  
+73.27%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.14 1.92
1M High / 1M Low: 2.14 0.89
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.04
Avg. volume 1W:   0.00
Avg. price 1M:   1.53
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   234.88%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -