JP Morgan Put 150 CHKP 19.07.2024
/ DE000JB98RA2
JP Morgan Put 150 CHKP 19.07.2024/ DE000JB98RA2 /
| 03/06/2024 08:33:01 |
Chg.-0.220 |
Bid09:14:29 |
Ask09:14:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
-40.74% |
0.320
Bid Size: 2,000 |
0.380
Ask Size: 2,000 |
Check Point Software... |
150.00 USD |
19/07/2024 |
Put |
Master data
| WKN: |
JB98RA |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Check Point Software Technologies Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
19/07/2024 |
| Issue date: |
09/01/2024 |
| Last trading day: |
18/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-36.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.21 |
| Parity: |
0.21 |
| Time value: |
0.17 |
| Break-even: |
134.44 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.06 |
| Spread %: |
17.14% |
| Delta: |
-0.56 |
| Theta: |
-0.02 |
| Omega: |
-20.29 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.320 |
| High: |
0.320 |
| Low: |
0.320 |
| Previous Close: |
0.540 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+60.00% |
| 1 Month |
|
|
-28.89% |
| 3 Months |
|
|
-11.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.190 |
| 1M High / 1M Low: |
0.540 |
0.190 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.358 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.337 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
465.33% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
