JP Morgan Call 890 DECK 16.08.2024
/ DE000JK84456
JP Morgan Call 890 DECK 16.08.202.../ DE000JK84456 /
| 07/06/2024 09:48:48 |
Chg.-0.21 |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.96EUR |
-9.68% |
-
Bid Size: - |
-
Ask Size: - |
Deckers Outdoor |
890.00 USD |
16/08/2024 |
Call |
Master data
| WKN: |
JK8445 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Deckers Outdoor |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
890.00 USD |
| Maturity: |
16/08/2024 |
| Issue date: |
02/05/2024 |
| Last trading day: |
15/08/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.58 |
| Intrinsic value: |
1.43 |
| Implied volatility: |
0.78 |
| Historic volatility: |
0.35 |
| Parity: |
1.43 |
| Time value: |
0.65 |
| Break-even: |
1,031.96 |
| Moneyness: |
1.17 |
| Premium: |
0.07 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.30 |
| Spread %: |
16.85% |
| Delta: |
0.75 |
| Theta: |
-0.81 |
| Omega: |
3.47 |
| Rho: |
0.97 |
Quote data
| Open: |
1.96 |
| High: |
1.96 |
| Low: |
1.96 |
| Previous Close: |
2.17 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.98% |
| 1 Month |
|
|
+120.22% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.21 |
1.96 |
| 1M High / 1M Low: |
2.21 |
0.84 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.45 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
264.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
