JP Morgan Call 570 SNPS 21.06.2024
/ DE000JL8P1S7
JP Morgan Call 570 SNPS 21.06.202.../ DE000JL8P1S7 /
| 6/7/2024 10:09:56 AM |
Chg.-0.050 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
-23.81% |
-
Bid Size: - |
-
Ask Size: - |
Synopsys Inc |
570.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
JL8P1S |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Synopsys Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
570.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
7/19/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
31.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.25 |
| Parity: |
0.04 |
| Time value: |
0.13 |
| Break-even: |
539.86 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.89 |
| Spread abs.: |
0.02 |
| Spread %: |
12.50% |
| Delta: |
0.56 |
| Theta: |
-0.53 |
| Omega: |
17.88 |
| Rho: |
0.11 |
Quote data
| Open: |
0.160 |
| High: |
0.160 |
| Low: |
0.160 |
| Previous Close: |
0.210 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.29% |
| 1 Month |
|
|
-33.33% |
| 3 Months |
|
|
-72.41% |
| YTD |
|
|
-48.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.110 |
| 1M High / 1M Low: |
0.340 |
0.110 |
| 6M High / 6M Low: |
0.660 |
0.100 |
| High (YTD): |
3/22/2024 |
0.660 |
| Low (YTD): |
4/23/2024 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.148 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.228 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.364 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
370.80% |
| Volatility 6M: |
|
274.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
