JP Morgan Put 140 CROX 19.07.2024
/ DE000JK95N32
JP Morgan Put 140 CROX 19.07.2024/ DE000JK95N32 /
2024-07-12 8:50:48 AM |
Chg.-0.150 |
Bid2024-07-12 |
Ask2024-07-12 |
Underlying |
Strike price |
Expiration date |
Option type |
0.250EUR |
-37.50% |
0.250 Bid Size: 2,000 |
0.310 Ask Size: 2,000 |
Crocs Inc |
140.00 USD |
2024-07-19 |
Put |
Master data
WKN: |
JK95N3 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Crocs Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
140.00 USD |
Maturity: |
2024-07-19 |
Issue date: |
2024-05-21 |
Last trading day: |
2024-07-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-43.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.18 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.59 |
Historic volatility: |
0.41 |
Parity: |
-0.27 |
Time value: |
0.30 |
Break-even: |
125.71 |
Moneyness: |
0.98 |
Premium: |
0.04 |
Premium p.a.: |
8.13 |
Spread abs.: |
0.06 |
Spread %: |
22.22% |
Delta: |
-0.38 |
Theta: |
-0.29 |
Omega: |
-16.58 |
Rho: |
-0.01 |
Quote data
Open: |
0.250 |
High: |
0.250 |
Low: |
0.250 |
Previous Close: |
0.400 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+13.64% |
1 Month |
|
|
-19.35% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.400 |
0.220 |
1M High / 1M Low: |
0.400 |
0.170 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.304 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.267 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
328.95% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |