JP Morgan Call 150 CROX 20.09.2024
/ DE000JB9NY26
JP Morgan Call 150 CROX 20.09.202.../ DE000JB9NY26 /
| 7/24/2024 9:45:01 AM |
Chg.- |
Bid8:19:11 AM |
Ask8:19:11 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
- |
0.580
Bid Size: 2,000 |
0.640
Ask Size: 2,000 |
Crocs Inc |
150.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
JB9NY2 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Crocs Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/10/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.41 |
| Parity: |
-1.72 |
| Time value: |
0.62 |
| Break-even: |
144.43 |
| Moneyness: |
0.88 |
| Premium: |
0.19 |
| Premium p.a.: |
2.04 |
| Spread abs.: |
0.06 |
| Spread %: |
9.84% |
| Delta: |
0.35 |
| Theta: |
-0.10 |
| Omega: |
6.83 |
| Rho: |
0.06 |
Quote data
| Open: |
0.590 |
| High: |
0.590 |
| Low: |
0.590 |
| Previous Close: |
0.670 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.94% |
| 1 Month |
|
|
-66.29% |
| 3 Months |
|
|
-42.72% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.590 |
| 1M High / 1M Low: |
1.750 |
0.590 |
| 6M High / 6M Low: |
2.240 |
0.460 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.646 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.118 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.289 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.66% |
| Volatility 6M: |
|
164.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
