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JP Morgan Call 250 CROX 17.01.202.../  DE000JL11C76  /

EUWAX
6/3/2024  8:37:16 AM Chg.-0.010 Bid3:34:43 PM Ask3:34:43 PM Underlying Strike price Expiration date Option type
0.530EUR -1.85% 0.540
Bid Size: 2,000		 0.740
Ask Size: 2,000		 Crocs Inc 250.00 - 1/17/2025 Call
 

Master data

WKN: JL11C7
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Crocs Inc
Type: Warrant
Option type: Call
Strike price: 250.00 -
Maturity: 1/17/2025
Issue date: 4/18/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.65
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.65
Historic volatility: 0.43
Parity: -10.66
Time value: 0.73
Break-even: 257.30
Moneyness: 0.57
Premium: 0.79
Premium p.a.: 1.55
Spread abs.: 0.20
Spread %: 37.74%
Delta: 0.22
Theta: -0.05
Omega: 4.27
Rho: 0.15
 

Quote data

Open: 0.530
High: 0.530
Low: 0.530
Previous Close: 0.540
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.26%
1 Month  
+82.76%
3 Months  
+55.88%
YTD  
+253.33%
1 Year
  -38.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.430
1M High / 1M Low: 0.540 0.230
6M High / 6M Low: 0.670 0.100
High (YTD): 4/2/2024 0.670
Low (YTD): 1/8/2024 0.100
52W High: 7/19/2023 1.330
52W Low: 11/13/2023 0.092
Avg. price 1W:   0.480
Avg. volume 1W:   0.000
Avg. price 1M:   0.358
Avg. volume 1M:   0.000
Avg. price 6M:   0.300
Avg. volume 6M:   0.000
Avg. price 1Y:   0.424
Avg. volume 1Y:   0.000
Volatility 1M:   232.73%
Volatility 6M:   260.41%
Volatility 1Y:   220.52%
Volatility 3Y:   -