JP Morgan Call 610 SNPS 21.06.2024
/ DE000JB5SW43
JP Morgan Call 610 SNPS 21.06.202.../ DE000JB5SW43 /
| 2024-06-19 12:53:18 PM |
Chg.+0.043 |
Bid1:14:23 PM |
Ask1:14:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
+44.33% |
0.140
Bid Size: 3,000 |
0.200
Ask Size: 3,000 |
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: |
36.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.25 |
| Parity: |
0.10 |
| Time value: |
0.06 |
| Break-even: |
584.04 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
6.47 |
| Spread abs.: |
0.03 |
| Spread %: |
23.08% |
| Delta: |
0.65 |
| Theta: |
-2.47 |
| Omega: |
23.58 |
| Rho: |
0.02 |
Quote data
| Open: |
0.140 |
| High: |
0.140 |
| Low: |
0.140 |
| Previous Close: |
0.097 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+366.67% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-56.25% |
| YTD |
|
|
-30.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.097 |
0.028 |
| 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: |
|
0.047 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.066 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.210 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,123.70% |
| Volatility 6M: |
|
544.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
