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JP Morgan Call 260 CROX 17.01.202.../  DE000JL25CM1  /

EUWAX
2024-06-03  9:05:57 AM Chg.0.000 Bid2:24:53 PM Ask2:24:53 PM Underlying Strike price Expiration date Option type
0.450EUR 0.00% 0.480
Bid Size: 2,000		 0.630
Ask Size: 2,000		 Crocs Inc 260.00 - 2025-01-17 Call
 

Master data

WKN: JL25CM
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Crocs Inc
Type: Warrant
Option type: Call
Strike price: 260.00 -
Maturity: 2025-01-17
Issue date: 2023-04-19
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 22.41
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.65
Historic volatility: 0.43
Parity: -11.66
Time value: 0.64
Break-even: 266.40
Moneyness: 0.55
Premium: 0.86
Premium p.a.: 1.69
Spread abs.: 0.20
Spread %: 45.45%
Delta: 0.20
Theta: -0.05
Omega: 4.38
Rho: 0.14
 

Quote data

Open: 0.450
High: 0.450
Low: 0.450
Previous Close: 0.450
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.00%
1 Month  
+87.50%
3 Months  
+55.17%
YTD  
+275.00%
1 Year
  -47.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.360
1M High / 1M Low: 0.450 0.190
6M High / 6M Low: 0.580 0.086
High (YTD): 2024-04-02 0.580
Low (YTD): 2024-01-05 0.086
52W High: 2023-07-19 1.220
52W Low: 2023-11-13 0.080
Avg. price 1W:   0.404
Avg. volume 1W:   0.000
Avg. price 1M:   0.299
Avg. volume 1M:   0.000
Avg. price 6M:   0.255
Avg. volume 6M:   0.000
Avg. price 1Y:   0.376
Avg. volume 1Y:   0.000
Volatility 1M:   227.64%
Volatility 6M:   260.23%
Volatility 1Y:   219.94%
Volatility 3Y:   -