JP Morgan Put 165 CHKP 15.11.2024
/ DE000JK267H8
JP Morgan Put 165 CHKP 15.11.2024/ DE000JK267H8 /
2024-06-03 8:56:47 AM |
Chg.-0.39 |
Bid12:59:19 PM |
Ask12:59:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.46EUR |
-21.08% |
1.45 Bid Size: 3,000 |
1.52 Ask Size: 3,000 |
Check Point Software... |
165.00 USD |
2024-11-15 |
Put |
Master data
WKN: |
JK267H |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Check Point Software Technologies Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
165.00 USD |
Maturity: |
2024-11-15 |
Issue date: |
2024-02-06 |
Last trading day: |
2024-11-14 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-8.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.65 |
Intrinsic value: |
1.59 |
Implied volatility: |
0.20 |
Historic volatility: |
0.21 |
Parity: |
1.59 |
Time value: |
0.03 |
Break-even: |
135.84 |
Moneyness: |
1.12 |
Premium: |
0.00 |
Premium p.a.: |
0.01 |
Spread abs.: |
0.10 |
Spread %: |
6.58% |
Delta: |
-0.73 |
Theta: |
-0.01 |
Omega: |
-6.14 |
Rho: |
-0.52 |
Quote data
Open: |
1.46 |
High: |
1.46 |
Low: |
1.46 |
Previous Close: |
1.85 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+18.70% |
1 Month |
|
|
-9.88% |
3 Months |
|
|
+16.80% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.85 |
1.21 |
1M High / 1M Low: |
1.85 |
1.21 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.52 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.46 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
151.80% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |