JP Morgan Call 180 CROX 17.01.2025
/ DE000JL0NNA1
JP Morgan Call 180 CROX 17.01.202.../ DE000JL0NNA1 /
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: |
|
- |