JP Morgan Call 175 CROX 16.08.2024
/ DE000JT2DPA5
JP Morgan Call 175 CROX 16.08.202.../ DE000JT2DPA5 /
| 2024-07-11 9:53:06 AM |
Chg.- |
Bid8:04:11 AM |
Ask8:04:11 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.180EUR |
- |
0.220
Bid Size: 1,000 |
0.300
Ask Size: 1,000 |
Crocs Inc |
175.00 USD |
2024-08-16 |
Call |
Master data
| WKN: |
JT2DPA |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Crocs Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
175.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-06-26 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
43.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.41 |
| Parity: |
-2.95 |
| Time value: |
0.30 |
| Break-even: |
163.93 |
| Moneyness: |
0.82 |
| Premium: |
0.25 |
| Premium p.a.: |
9.04 |
| Spread abs.: |
0.08 |
| Spread %: |
36.36% |
| Delta: |
0.21 |
| Theta: |
-0.12 |
| Omega: |
9.08 |
| Rho: |
0.02 |
Quote data
| Open: |
0.180 |
| High: |
0.180 |
| Low: |
0.180 |
| Previous Close: |
0.240 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-47.06% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.180 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.260 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
