JP Morgan Put 85 CROX 20.09.2024
/ DE000JK3VCC8
JP Morgan Put 85 CROX 20.09.2024/ DE000JK3VCC8 /
| 2024-06-21 9:48:28 AM |
Chg.+0.006 |
Bid7:44:56 PM |
Ask7:44:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.046EUR |
+15.00% |
0.055
Bid Size: 10,000 |
0.110
Ask Size: 10,000 |
Crocs Inc |
85.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
JK3VCC |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Crocs Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
85.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-15 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-73.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.93 |
| Historic volatility: |
0.42 |
| Parity: |
-6.80 |
| Time value: |
0.20 |
| Break-even: |
77.40 |
| Moneyness: |
0.54 |
| Premium: |
0.48 |
| Premium p.a.: |
3.75 |
| Spread abs.: |
0.16 |
| Spread %: |
344.44% |
| Delta: |
-0.06 |
| Theta: |
-0.04 |
| Omega: |
-4.17 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.046 |
| High: |
0.046 |
| Low: |
0.046 |
| Previous Close: |
0.040 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.00% |
| 1 Month |
|
|
-54.00% |
| 3 Months |
|
|
-82.96% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.045 |
0.040 |
| 1M High / 1M Low: |
0.100 |
0.040 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.042 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.062 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
194.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
