JP Morgan Put 115 CROX 20.09.2024
/ DE000JK2TJ68
JP Morgan Put 115 CROX 20.09.2024/ DE000JK2TJ68 /
| 28/08/2024 10:03:32 |
Chg.-0.017 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.046EUR |
-26.98% |
-
Bid Size: - |
-
Ask Size: - |
Crocs Inc |
115.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
JK2TJ6 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Crocs Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
115.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
22/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-93.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.39 |
| Parity: |
-2.24 |
| Time value: |
0.13 |
| Break-even: |
101.55 |
| Moneyness: |
0.82 |
| Premium: |
0.19 |
| Premium p.a.: |
14.75 |
| Spread abs.: |
0.09 |
| Spread %: |
206.12% |
| Delta: |
-0.11 |
| Theta: |
-0.09 |
| Omega: |
-10.64 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.046 |
| High: |
0.046 |
| Low: |
0.046 |
| Previous Close: |
0.063 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-64.62% |
| 1 Month |
|
|
-92.92% |
| 3 Months |
|
|
-87.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.049 |
| 1M High / 1M Low: |
0.710 |
0.049 |
| 6M High / 6M Low: |
1.510 |
0.049 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.077 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.298 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.672 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
512.38% |
| Volatility 6M: |
|
245.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
