JP Morgan Call 155 CROX 20.09.2024
/ DE000JK3VCK1
JP Morgan Call 155 CROX 20.09.202.../ DE000JK3VCK1 /
| 8/29/2024 9:56:51 AM |
Chg.-0.010 |
Bid8:54:46 PM |
Ask8:54:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
-3.85% |
0.330
Bid Size: 30,000 |
0.350
Ask Size: 30,000 |
Crocs Inc |
155.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
JK3VCK |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Crocs Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
2/15/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
44.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.39 |
| Parity: |
-1.07 |
| Time value: |
0.29 |
| Break-even: |
142.21 |
| Moneyness: |
0.92 |
| Premium: |
0.11 |
| Premium p.a.: |
4.28 |
| Spread abs.: |
0.06 |
| Spread %: |
28.00% |
| Delta: |
0.29 |
| Theta: |
-0.13 |
| Omega: |
13.18 |
| Rho: |
0.02 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.250 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.79% |
| 1 Month |
|
|
-47.92% |
| 3 Months |
|
|
-86.03% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.190 |
| 1M High / 1M Low: |
0.560 |
0.130 |
| 6M High / 6M Low: |
1.990 |
0.130 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.274 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.255 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.051 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
642.14% |
| Volatility 6M: |
|
303.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
