JP Morgan Put 130 CHKP 15.11.2024
/ DE000JK1Q143
JP Morgan Put 130 CHKP 15.11.2024/ DE000JK1Q143 /
2024-06-07 8:16:43 AM |
Chg.-0.010 |
Bid4:39:25 PM |
Ask4:39:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.150EUR |
-6.25% |
0.130 Bid Size: 25,000 |
0.170 Ask Size: 25,000 |
Check Point Software... |
130.00 USD |
2024-11-15 |
Put |
Master data
WKN: |
JK1Q14 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Check Point Software Technologies Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
130.00 USD |
Maturity: |
2024-11-15 |
Issue date: |
2024-01-30 |
Last trading day: |
2024-11-14 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-56.28 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.21 |
Parity: |
-2.13 |
Time value: |
0.25 |
Break-even: |
116.86 |
Moneyness: |
0.85 |
Premium: |
0.17 |
Premium p.a.: |
0.43 |
Spread abs.: |
0.10 |
Spread %: |
66.67% |
Delta: |
-0.16 |
Theta: |
-0.02 |
Omega: |
-8.79 |
Rho: |
-0.11 |
Quote data
Open: |
0.150 |
High: |
0.150 |
Low: |
0.150 |
Previous Close: |
0.160 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-42.31% |
1 Month |
|
|
-28.57% |
3 Months |
|
|
-48.28% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.260 |
0.160 |
1M High / 1M Low: |
0.260 |
0.140 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.200 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.197 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
256.84% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |