JP Morgan Call 970 DECK 19.07.202.../  DE000JK781D7  /

EUWAX
2024-06-28  12:48:43 PM Chg.+0.030 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.480EUR +6.67% -
Bid Size: -
-
Ask Size: -
Deckers Outdoor 970.00 USD 2024-07-19 Call
 

Master data

WKN: JK781D
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Deckers Outdoor
Type: Warrant
Option type: Call
Strike price: 970.00 USD
Maturity: 2024-07-19
Issue date: 2024-05-02
Last trading day: 2024-07-18
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 15.85
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.68
Historic volatility: 0.35
Parity: -0.02
Time value: 0.57
Break-even: 962.36
Moneyness: 1.00
Premium: 0.07
Premium p.a.: 2.17
Spread abs.: 0.20
Spread %: 54.05%
Delta: 0.53
Theta: -1.47
Omega: 8.42
Rho: 0.23
 

Quote data

Open: 0.500
High: 0.500
Low: 0.480
Previous Close: 0.450
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month
  -62.79%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.430
1M High / 1M Low: 1.380 0.430
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.464
Avg. volume 1W:   0.000
Avg. price 1M:   0.901
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   150.91%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -