JP Morgan Call 180 CROX 17.01.202.../  DE000JL0NNA1  /

EUWAX
07/11/2024  10:09:39 Chg.+0.007 Bid19:23:15 Ask19:23:15 Underlying Strike price Expiration date Option type
0.027EUR +35.00% 0.014
Bid Size: 10,000
0.054
Ask Size: 10,000
Crocs Inc 180.00 - 17/01/2025 Call
 

Master data

WKN: JL0NNA
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Crocs Inc
Type: Warrant
Option type: Call
Strike price: 180.00 -
Maturity: 17/01/2025
Issue date: 11/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 73.64
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.91
Historic volatility: 0.44
Parity: -8.43
Time value: 0.13
Break-even: 181.30
Moneyness: 0.53
Premium: 0.89
Premium p.a.: 25.65
Spread abs.: 0.10
Spread %: 348.28%
Delta: 0.09
Theta: -0.04
Omega: 6.34
Rho: 0.01
 

Quote data

Open: 0.027
High: 0.027
Low: 0.027
Previous Close: 0.020
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.90%
1 Month
  -94.71%
3 Months
  -95.09%
YTD
  -94.71%
1 Year
  -93.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.031 0.020
1M High / 1M Low: 0.510 0.020
6M High / 6M Low: 1.980 0.020
High (YTD): 19/06/2024 1.980
Low (YTD): 06/11/2024 0.020
52W High: 19/06/2024 1.980
52W Low: 06/11/2024 0.020
Avg. price 1W:   0.024
Avg. volume 1W:   0.000
Avg. price 1M:   0.260
Avg. volume 1M:   0.000
Avg. price 6M:   0.864
Avg. volume 6M:   0.000
Avg. price 1Y:   0.864
Avg. volume 1Y:   0.000
Volatility 1M:   363.59%
Volatility 6M:   249.98%
Volatility 1Y:   228.73%
Volatility 3Y:   -