JP Morgan Call 610 SNPS 21.06.2024
/ DE000JB5SW43
JP Morgan Call 610 SNPS 21.06.202.../ DE000JB5SW43 /
| 2024-06-18 8:10:26 AM |
Chg.+0.069 |
Bid8:12:18 PM |
Ask8:12:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.097EUR |
+246.43% |
0.120
Bid Size: 125,000 |
0.130
Ask Size: 125,000 |
Synopsys Inc |
610.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
JB5SW4 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Synopsys Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
610.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
47.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.25 |
| Parity: |
0.03 |
| Time value: |
0.09 |
| Break-even: |
579.98 |
| Moneyness: |
1.00 |
| Premium: |
0.02 |
| Premium p.a.: |
6.41 |
| Spread abs.: |
0.02 |
| Spread %: |
20.00% |
| Delta: |
0.55 |
| Theta: |
-1.79 |
| Omega: |
26.14 |
| Rho: |
0.02 |
Quote data
| Open: |
0.097 |
| High: |
0.097 |
| Low: |
0.097 |
| Previous Close: |
0.028 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+361.90% |
| 1 Month |
|
|
-30.71% |
| 3 Months |
|
|
-62.69% |
| YTD |
|
|
-51.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.049 |
0.021 |
| 1M High / 1M Low: |
0.130 |
0.021 |
| 6M High / 6M Low: |
0.460 |
0.021 |
| High (YTD): |
2024-03-22 |
0.460 |
| Low (YTD): |
2024-06-11 |
0.021 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.032 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.065 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.212 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
754.89% |
| Volatility 6M: |
|
424.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
