JP Morgan Call 145 CROX 19.07.2024
/ DE000JK95NA8
JP Morgan Call 145 CROX 19.07.202.../ DE000JK95NA8 /
| 2024-07-12 8:43:03 AM |
Chg.+0.080 |
Bid9:23:11 AM |
Ask9:23:11 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
+34.78% |
0.310
Bid Size: 2,000 |
0.370
Ask Size: 2,000 |
Crocs Inc |
145.00 USD |
2024-07-19 |
Call |
Master data
| WKN: |
JK95NA |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Crocs Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-05-21 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
38.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.41 |
| Parity: |
-0.19 |
| Time value: |
0.34 |
| Break-even: |
136.75 |
| Moneyness: |
0.99 |
| Premium: |
0.04 |
| Premium p.a.: |
6.99 |
| Spread abs.: |
0.05 |
| Spread %: |
15.63% |
| Delta: |
0.45 |
| Theta: |
-0.31 |
| Omega: |
17.27 |
| Rho: |
0.01 |
Quote data
| Open: |
0.310 |
| High: |
0.310 |
| Low: |
0.310 |
| Previous Close: |
0.230 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-54.41% |
| 1 Month |
|
|
-78.77% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.230 |
| 1M High / 1M Low: |
1.740 |
0.230 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.432 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.036 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
243.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
