JP Morgan Call 170 CHKP 18.10.2024
/ DE000JK2H7Q6
JP Morgan Call 170 CHKP 18.10.202.../ DE000JK2H7Q6 /
| 2024-09-17 10:39:24 AM |
Chg.- |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.23EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Check Point Software... |
170.00 - |
2024-10-18 |
Call |
Master data
| WKN: |
JK2H7Q |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Check Point Software Technologies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 - |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-02-29 |
| Last trading day: |
2024-09-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
1.07 |
| Historic volatility: |
0.22 |
| Parity: |
0.20 |
| Time value: |
1.97 |
| Break-even: |
191.70 |
| Moneyness: |
1.01 |
| Premium: |
0.11 |
| Premium p.a.: |
2.91 |
| Spread abs.: |
0.04 |
| Spread %: |
1.88% |
| Delta: |
0.58 |
| Theta: |
-0.36 |
| Omega: |
4.59 |
| Rho: |
0.06 |
Quote data
| Open: |
2.23 |
| High: |
2.23 |
| Low: |
2.23 |
| Previous Close: |
2.37 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.85% |
| 1 Month |
|
|
+24.58% |
| 3 Months |
|
|
+337.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.37 |
2.03 |
| 1M High / 1M Low: |
2.37 |
1.67 |
| 6M High / 6M Low: |
2.37 |
0.16 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.00 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.98 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.45% |
| Volatility 6M: |
|
262.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
