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JP Morgan Call 170 CROX 17.01.202.../  DE000JL0NNC7  /

EUWAX
2024-06-03  10:29:23 AM Chg.-0.01 Bid2:22:45 PM Ask2:22:45 PM Underlying Strike price Expiration date Option type
2.20EUR -0.45% 2.24
Bid Size: 3,000		 2.33
Ask Size: 3,000		 Crocs Inc 170.00 - 2025-01-17 Call
 

Master data

WKN: JL0NNC
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Crocs Inc
Type: Warrant
Option type: Call
Strike price: 170.00 -
Maturity: 2025-01-17
Issue date: 2023-04-11
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.32
Leverage: Yes

Calculated values

Fair value: 1.13
Intrinsic value: 0.00
Implied volatility: 0.68
Historic volatility: 0.43
Parity: -2.66
Time value: 2.27
Break-even: 192.70
Moneyness: 0.84
Premium: 0.34
Premium p.a.: 0.60
Spread abs.: 0.10
Spread %: 4.61%
Delta: 0.50
Theta: -0.07
Omega: 3.15
Rho: 0.31
 

Quote data

Open: 2.20
High: 2.20
Low: 2.20
Previous Close: 2.21
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.22%
1 Month  
+74.60%
3 Months  
+71.88%
YTD  
+260.66%
1 Year  
+5.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.21 1.80
1M High / 1M Low: 2.21 1.12
6M High / 6M Low: 2.21 0.44
High (YTD): 2024-05-31 2.21
Low (YTD): 2024-01-08 0.44
52W High: 2023-07-19 2.79
52W Low: 2023-11-13 0.35
Avg. price 1W:   1.99
Avg. volume 1W:   0.00
Avg. price 1M:   1.61
Avg. volume 1M:   0.00
Avg. price 6M:   1.18
Avg. volume 6M:   0.00
Avg. price 1Y:   1.24
Avg. volume 1Y:   0.00
Volatility 1M:   151.80%
Volatility 6M:   186.92%
Volatility 1Y:   164.70%
Volatility 3Y:   -