JP Morgan Put 165 CHKP 18.10.2024
/ DE000JK34SL3
JP Morgan Put 165 CHKP 18.10.2024/ DE000JK34SL3 /
| 6/18/2024 8:58:40 AM |
Chg.-0.08 |
Bid4:12:38 PM |
Ask4:12:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.99EUR |
-7.48% |
1.02
Bid Size: 30,000 |
1.04
Ask Size: 30,000 |
Check Point Software... |
165.00 USD |
10/18/2024 |
Put |
Master data
| WKN: |
JK34SL |
| 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: |
10/18/2024 |
| Issue date: |
3/13/2024 |
| Last trading day: |
10/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.03 |
| Intrinsic value: |
0.72 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.21 |
| Parity: |
0.72 |
| Time value: |
0.36 |
| Break-even: |
142.83 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.08 |
| Spread %: |
8.00% |
| Delta: |
-0.58 |
| Theta: |
-0.02 |
| Omega: |
-7.91 |
| Rho: |
-0.32 |
Quote data
| Open: |
0.99 |
| High: |
0.99 |
| Low: |
0.99 |
| Previous Close: |
1.07 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.17% |
| 1 Month |
|
|
-30.77% |
| 3 Months |
|
|
+1.02% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.09 |
0.90 |
| 1M High / 1M Low: |
1.76 |
0.90 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
191.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
