JP Morgan Call 190 CROX 20.09.2024
/ DE000JK40003
JP Morgan Call 190 CROX 20.09.202.../ DE000JK40003 /
| 6/3/2024 8:22:36 AM |
Chg.-0.020 |
Bid1:57:33 PM |
Ask1:57:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
-2.74% |
0.740
Bid Size: 2,000 |
0.810
Ask Size: 2,000 |
Crocs Inc |
190.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
JK4000 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Crocs Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
3/12/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.43 |
| Parity: |
-3.17 |
| Time value: |
0.80 |
| Break-even: |
183.07 |
| Moneyness: |
0.82 |
| Premium: |
0.28 |
| Premium p.a.: |
1.27 |
| Spread abs.: |
0.09 |
| Spread %: |
12.68% |
| Delta: |
0.32 |
| Theta: |
-0.08 |
| Omega: |
5.81 |
| Rho: |
0.11 |
Quote data
| Open: |
0.710 |
| High: |
0.710 |
| Low: |
0.710 |
| Previous Close: |
0.730 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.54% |
| 1 Month |
|
|
+102.86% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.510 |
| 1M High / 1M Low: |
0.730 |
0.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.616 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.433 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
285.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
