JP Morgan Put 140 CROX 16.08.2024
/ DE000JT2DP28
JP Morgan Put 140 CROX 16.08.2024/ DE000JT2DP28 /
| 7/12/2024 9:45:25 AM |
Chg.-0.13 |
Bid11:06:10 AM |
Ask11:06:10 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.87EUR |
-13.00% |
0.87
Bid Size: 2,000 |
0.93
Ask Size: 2,000 |
Crocs Inc |
140.00 USD |
8/16/2024 |
Put |
Master data
| WKN: |
JT2DP2 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Crocs Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
6/26/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.41 |
| Parity: |
-0.27 |
| Time value: |
0.86 |
| Break-even: |
120.19 |
| Moneyness: |
0.98 |
| Premium: |
0.09 |
| Premium p.a.: |
1.35 |
| Spread abs.: |
0.05 |
| Spread %: |
5.68% |
| Delta: |
-0.41 |
| Theta: |
-0.14 |
| Omega: |
-6.34 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.87 |
| High: |
0.87 |
| Low: |
0.87 |
| Previous Close: |
1.00 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.00% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.00 |
0.75 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.88 |
| Avg. volume 1W: |
|
0.00 |
| 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: |
|
- |
