JP Morgan Put 160 CHKP 15.11.2024
/ DE000JK1RB69
JP Morgan Put 160 CHKP 15.11.2024/ DE000JK1RB69 /
| 19/06/2024 12:54:58 |
Chg.-0.080 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
-9.41% |
-
Bid Size: - |
-
Ask Size: - |
Check Point Software... |
160.00 USD |
15/11/2024 |
Put |
Master data
| WKN: |
JK1RB6 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Check Point Software Technologies Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 USD |
| Maturity: |
15/11/2024 |
| Issue date: |
30/01/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-18.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.21 |
| Parity: |
0.24 |
| Time value: |
0.56 |
| Break-even: |
140.98 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.07 |
| Spread %: |
10.26% |
| Delta: |
-0.48 |
| Theta: |
-0.02 |
| Omega: |
-8.74 |
| Rho: |
-0.32 |
Quote data
| Open: |
0.770 |
| High: |
0.770 |
| Low: |
0.770 |
| Previous Close: |
0.850 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.41% |
| 1 Month |
|
|
-33.04% |
| 3 Months |
|
|
-2.53% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.770 |
| 1M High / 1M Low: |
1.450 |
0.770 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.834 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.032 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
