JP Morgan Call 170 CROX 20.09.2024
/ DE000JK3W2R5
JP Morgan Call 170 CROX 20.09.202.../ DE000JK3W2R5 /
| 29/08/2024 09:57:05 |
Chg.-0.003 |
Bid13:49:04 |
Ask13:49:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.040EUR |
-6.98% |
0.037
Bid Size: 1,000 |
0.130
Ask Size: 1,000 |
Crocs Inc |
170.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
JK3W2R |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Crocs Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
15/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
102.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.39 |
| Parity: |
-2.42 |
| Time value: |
0.13 |
| Break-even: |
154.07 |
| Moneyness: |
0.84 |
| Premium: |
0.20 |
| Premium p.a.: |
18.94 |
| Spread abs.: |
0.09 |
| Spread %: |
233.33% |
| Delta: |
0.14 |
| Theta: |
-0.10 |
| Omega: |
14.24 |
| Rho: |
0.01 |
Quote data
| Open: |
0.040 |
| High: |
0.040 |
| Low: |
0.040 |
| Previous Close: |
0.043 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-41.18% |
| 1 Month |
|
|
-83.33% |
| 3 Months |
|
|
-96.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.081 |
0.030 |
| 1M High / 1M Low: |
0.290 |
0.030 |
| 6M High / 6M Low: |
1.440 |
0.030 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.058 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.092 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.684 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
694.72% |
| Volatility 6M: |
|
331.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
