JP Morgan Call 165 CROX 19.07.2024
/ DE000JK95N65
JP Morgan Call 165 CROX 19.07.202.../ DE000JK95N65 /
| 03/06/2024 08:46:23 |
Chg.-0.030 |
Bid14:14:13 |
Ask14:14:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
-4.29% |
0.740
Bid Size: 3,000 |
0.790
Ask Size: 3,000 |
Crocs Inc |
165.00 USD |
19/07/2024 |
Call |
Master data
| WKN: |
JK95N6 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Crocs Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 USD |
| Maturity: |
19/07/2024 |
| Issue date: |
21/05/2024 |
| Last trading day: |
18/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.43 |
| Parity: |
-0.86 |
| Time value: |
0.67 |
| Break-even: |
158.76 |
| Moneyness: |
0.94 |
| Premium: |
0.11 |
| Premium p.a.: |
1.24 |
| Spread abs.: |
0.06 |
| Spread %: |
8.96% |
| Delta: |
0.41 |
| Theta: |
-0.11 |
| Omega: |
8.79 |
| Rho: |
0.07 |
Quote data
| Open: |
0.670 |
| High: |
0.670 |
| Low: |
0.670 |
| Previous Close: |
0.700 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+52.27% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.430 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.560 |
| Avg. volume 1W: |
|
0.000 |
| 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: |
|
- |
