JP Morgan Call 975 DECK 20.09.202.../  DE000JK8CXU5  /

EUWAX
2024-05-31  9:44:55 AM Chg.+0.18 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
1.73EUR +11.61% -
Bid Size: -
-
Ask Size: -
Deckers Outdoor 975.00 USD 2024-09-20 Call
 

Master data

WKN: JK8CXU
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Deckers Outdoor
Type: Warrant
Option type: Call
Strike price: 975.00 USD
Maturity: 2024-09-20
Issue date: 2024-05-08
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 4.42
Leverage: Yes

Calculated values

Fair value: 1.47
Intrinsic value: 1.10
Implied volatility: 0.78
Historic volatility: 0.34
Parity: 1.10
Time value: 1.18
Break-even: 1,126.74
Moneyness: 1.12
Premium: 0.12
Premium p.a.: 0.44
Spread abs.: 0.50
Spread %: 28.09%
Delta: 0.69
Theta: -0.73
Omega: 3.07
Rho: 1.44
 

Quote data

Open: 1.73
High: 1.73
Low: 1.73
Previous Close: 1.55
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.83%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.73 1.41
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.58
Avg. volume 1W:   0.00
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -