JP Morgan Put 155 CROX/ DE000JT2DP69 /
8/6/2024 9:43:21 AM | Chg.- | Bid10:00:37 PM | Ask10:00:37 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.04EUR | - | - Bid Size: - |
- Ask Size: - |
Crocs Inc | 155.00 - | 8/16/2024 | Put |
Master data
WKN: | JT2DP6 |
---|---|
Issuer: | J.P. Morgan Securities Ltd. |
Currency: | EUR |
Underlying: | Crocs Inc |
Type: | Warrant |
Option type: | Put |
Strike price: | 155.00 - |
Maturity: | 8/16/2024 |
Issue date: | 6/26/2024 |
Last trading day: | 8/6/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -3.92 |
Leverage: | Yes |
Calculated values
Fair value: | 3.57 |
---|---|
Intrinsic value: | 3.57 |
Implied volatility: | - |
Historic volatility: | 0.39 |
Parity: | 3.57 |
Time value: | -0.53 |
Break-even: | 124.60 |
Moneyness: | 1.30 |
Premium: | -0.04 |
Premium p.a.: | -1.00 |
Spread abs.: | 0.13 |
Spread %: | 4.47% |
Delta: | - |
Theta: | - |
Omega: | - |
Rho: | - |
Quote data
Open: | 3.04 |
---|---|
High: | 3.04 |
Low: | 3.04 |
Previous Close: | 3.16 |
Turnover: | 0.00 |
Market phase: | SU |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | +46.15% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | - | - |
---|---|---|
1M High / 1M Low: | 3.16 | 1.88 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | - | |
Avg. volume 1W: | - | |
Avg. price 1M: | 2.41 | |
Avg. volume 1M: | 0.00 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 207.39% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |