JP Morgan Call 340 CRWD 21.06.2024
/ DE000JB97YH5
JP Morgan Call 340 CRWD 21.06.202.../ DE000JB97YH5 /
| 2024-05-20 10:20:43 AM |
Chg.+0.15 |
Bid9:23:23 PM |
Ask9:23:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.40EUR |
+6.67% |
2.48
Bid Size: 25,000 |
2.51
Ask Size: 25,000 |
CrowdStrike Holdings... |
340.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
JB97YH |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CrowdStrike Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
340.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-11 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.69 |
| Intrinsic value: |
0.55 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.36 |
| Parity: |
0.55 |
| Time value: |
1.87 |
| Break-even: |
336.91 |
| Moneyness: |
1.02 |
| Premium: |
0.06 |
| Premium p.a.: |
0.92 |
| Spread abs.: |
0.14 |
| Spread %: |
6.05% |
| Delta: |
0.58 |
| Theta: |
-0.34 |
| Omega: |
7.66 |
| Rho: |
0.14 |
Quote data
| Open: |
2.40 |
| High: |
2.40 |
| Low: |
2.40 |
| Previous Close: |
2.25 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+58.94% |
| 1 Month |
|
|
+189.16% |
| 3 Months |
|
|
-23.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.46 |
1.40 |
| 1M High / 1M Low: |
2.46 |
0.65 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.90 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
326.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
