JP Morgan Call 980 DECK 16.08.202.../  DE000JK844E1  /

EUWAX
2024-06-07  9:48:50 AM Chg.-0.18 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
1.38EUR -11.54% -
Bid Size: -
-
Ask Size: -
Deckers Outdoor 980.00 USD 2024-08-16 Call
 

Master data

WKN: JK844E
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Deckers Outdoor
Type: Warrant
Option type: Call
Strike price: 980.00 USD
Maturity: 2024-08-16
Issue date: 2024-05-02
Last trading day: 2024-08-15
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 6.36
Leverage: Yes

Calculated values

Fair value: 0.95
Intrinsic value: 0.60
Implied volatility: 0.72
Historic volatility: 0.35
Parity: 0.60
Time value: 0.92
Break-even: 1,059.28
Moneyness: 1.07
Premium: 0.10
Premium p.a.: 0.62
Spread abs.: 0.30
Spread %: 24.59%
Delta: 0.65
Theta: -0.86
Omega: 4.13
Rho: 0.90
 

Quote data

Open: 1.38
High: 1.38
Low: 1.38
Previous Close: 1.56
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.39%
1 Month  
+142.11%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.60 1.38
1M High / 1M Low: 1.60 0.51
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.49
Avg. volume 1W:   0.00
Avg. price 1M:   1.00
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   341.83%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -