JP Morgan Call 140 CROX 20.09.2024
/ DE000JB9HWC3
JP Morgan Call 140 CROX 20.09.202.../ DE000JB9HWC3 /
| 04/07/2024 08:33:03 |
Chg.+0.14 |
Bid20:00:05 |
Ask20:00:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.89EUR |
+8.00% |
-
Bid Size: - |
-
Ask Size: - |
Crocs Inc |
140.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
JB9HWC |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Crocs Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
03/01/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.50 |
| Intrinsic value: |
0.73 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.42 |
| Parity: |
0.73 |
| Time value: |
1.27 |
| Break-even: |
149.74 |
| Moneyness: |
1.06 |
| Premium: |
0.09 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.10 |
| Spread %: |
5.26% |
| Delta: |
0.64 |
| Theta: |
-0.10 |
| Omega: |
4.39 |
| Rho: |
0.14 |
Quote data
| Open: |
1.89 |
| High: |
1.89 |
| Low: |
1.89 |
| Previous Close: |
1.75 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.55% |
| 1 Month |
|
|
-22.22% |
| 3 Months |
|
|
-11.68% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.98 |
1.75 |
| 1M High / 1M Low: |
2.81 |
1.75 |
| 6M High / 6M Low: |
2.81 |
0.48 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.86 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.58 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.65% |
| Volatility 6M: |
|
211.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
