JP Morgan Put 145 CROX 19.07.2024
/ DE000JT0SHP2
JP Morgan Put 145 CROX 19.07.2024/ DE000JT0SHP2 /
| 2024-07-11 11:28:19 AM |
Chg.- |
Bid8:23:50 AM |
Ask8:23:50 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
- |
0.470
Bid Size: 2,000 |
0.530
Ask Size: 2,000 |
Crocs Inc |
145.00 USD |
2024-07-19 |
Put |
Master data
| WKN: |
JT0SHP |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Crocs Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
145.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-05-23 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-26.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.41 |
| Parity: |
0.19 |
| Time value: |
0.30 |
| Break-even: |
128.38 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
2.28 |
| Spread abs.: |
0.05 |
| Spread %: |
10.20% |
| Delta: |
-0.56 |
| Theta: |
-0.27 |
| Omega: |
-14.79 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.650 |
| High: |
0.650 |
| Low: |
0.650 |
| Previous Close: |
0.510 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+62.50% |
| 1 Month |
|
|
+44.44% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.400 |
| 1M High / 1M Low: |
0.650 |
0.270 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.514 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.430 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
282.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
