JP Morgan Call 150 CROX 19.07.2024
/ DE000JK95N73
JP Morgan Call 150 CROX 19.07.202.../ DE000JK95N73 /
| 2024-07-12 8:43:02 AM |
Chg.+0.040 |
Bid2024-07-12 |
Ask2024-07-12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
+36.36% |
0.150
Bid Size: 1,000 |
0.220
Ask Size: 1,000 |
Crocs Inc |
150.00 USD |
2024-07-19 |
Call |
Master data
| WKN: |
JK95N7 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Crocs Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 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: |
57.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.41 |
| Parity: |
-0.65 |
| Time value: |
0.23 |
| Break-even: |
140.24 |
| Moneyness: |
0.95 |
| Premium: |
0.07 |
| Premium p.a.: |
28.79 |
| Spread abs.: |
0.07 |
| Spread %: |
43.75% |
| Delta: |
0.31 |
| Theta: |
-0.31 |
| Omega: |
17.95 |
| Rho: |
0.01 |
Quote data
| Open: |
0.150 |
| High: |
0.150 |
| Low: |
0.150 |
| Previous Close: |
0.110 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-65.91% |
| 1 Month |
|
|
-87.29% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.110 |
| 1M High / 1M Low: |
1.410 |
0.110 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.252 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.783 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
288.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
